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开源软件名称:JuliaQuant/FinancialDerivatives.jl开源软件地址:https://github.com/JuliaQuant/FinancialDerivatives.jl开源编程语言:Julia 100.0%开源软件介绍:FinancialDerivatives.jlInstallation(v1.0) pkg> add https://github.com/JuliaQuant/FinancialDerivatives.jl UsageTo price an European option, simply create a new julia> using FinancialDerivatives
julia> euro_put = EuropeanOption(100.0, 90.0, 0.05, 0.3, 180/365, -1)
julia> evaluate(euro_put, BlackScholes())
3.2281936525908073 Documentation |
2023-10-27
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