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
- Starting with FinancialToolbox
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:
How to Test
After the installation, to test the package type on the Julia REPL the following:
Thanks to Modesto Mas for the implementation of the Brent Method.