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2016-03-05 18:50:53 -05:00

# Quant.jl

[![Build Status](https://travis-ci.org/bspeice/Quant.jl.svg?branch=master)](https://travis-ci.org/bspeice/Quant.jl)

Quant.jl is intended to be something of a helper application: so many
times the same functions are re-written over and over, and it would
be helpful to standardize the implementation.

Currently implemented functionality:
  - Black-Scholes Call and Put calculation

Coming soon:
  - Greeks calculation
  - Brownian Motion simulation
  - Geometric Brownian Motion simulation
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