# 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.

- Black and Scholes related functions
- Dates related functions
- FinancialToolbox
- Starting with FinancialToolbox

Currently supports classical numerical input and other less common like:

- Complex Numbers
- Dual Numbers
- HyperDual Numbers

The module is standalone.

## How to Install

To install the package simply type on the Julia REPL the following:

`Pkg.add("FinancialToolbox")`

## How to Test

After the installation, to test the package type on the Julia REPL the following:

`Pkg.test("FinancialToolbox")`

### Contributors

Thanks to Modesto Mas for the implementation of the Brent Method.