{"repo":"rcalxrc08/FinancialToolbox.jl","free":true,"listed":false,"github":"https://github.com/rcalxrc08/FinancialToolbox.jl","clone":"git clone https://github.com/rcalxrc08/FinancialToolbox.jl.git","description":"Useful functions for Black–Scholes Model in the Julia Language","language":"Julia","stars":57,"topics":["julia","quantitative-finance","risk-management","black-scholes","pricing-derivatives","european-options","pricing"],"license":null,"category":"trading","readme_excerpt":"FinancialToolbox This is a Julia package containing some useful Financial functions for Pricing and Risk Management under the Black and Scholes Model. The syntax is the same of the Matlab Financial Toolbox. It currently contains the following functions: - blsprice : Black & Scholes Price for European Options. - blsbin : Black & Scholes Price for Binary European Options. - blkprice : Black Price for European Options. - blsdelta : Black & Scholes Delta sensitivity for European Options. - blsgamma : Black & Scholes Gamma sensitivity for European Options. - blstheta : Black & Scholes Theta sensitivity for European Options. - blsvega : Black & Scholes Vega sensitivity for European Options. - blsrho : Black & Scholes Rho sensitivity for European Options. - blslambda: Black & Scholes Lambda sensitivity for European Options. - blspsi : Black & Scholes Psi sensitivity for European Options. - blsvanna : Black & Scholes Vanna sensitivity for European Options. - blsimpv : Black & Scholes Implied Volatility for European Options. - blkimpv : Black Implied Volatility for European Options. Currently supports classical numerical input and other less common like: - Complex Numbers - Dual Numbers - HyperDual Numbers It also contains some functions that could be useful for the Dates Management: - yearfrac : fraction of years between two Dates (currently only the first seven convention of Matlab are supported). - daysact : number of days between two Dates. The module is standalone. How to Install","default_branch":null,"files":null,"tree":[],"storefront":"/r/rcalxrc08","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/rcalxrc08/FinancialToolbox.jl/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}