FinancialToolbox

FinancialToolbox

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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.

Currently supports classical numerical input and other less common like:

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.