Skip to content

Releases: rcalxrc08/FinancialToolbox.jl

First Release julia 0.7

12 Aug 20:04
Compare
Choose a tag to compare

Support for Dates operation

13 Jan 15:33
Compare
Choose a tag to compare

it has been added support for the yearfraction function using the default julia class Dates.

Last release for julia 0.5

05 Nov 14:14
Compare
Choose a tag to compare

Features

  • update to last release of HyperDualNumbers
  • better comments

Adjusted test for HyperDualNumbers

13 Oct 20:32
Compare
Choose a tag to compare
v0.1.1

test modified

Financial Toolbox: First Release

27 Aug 13:54
Compare
Choose a tag to compare

This is a lightweight Financial Module for Julia Language. It provides some basic financial
function concerning the Black & Scholes Model. The syntax is the same of the Matlab Financial Toolbox.

Release Notes:

Currently that are tests concerning:

  • ComplexNumbers
  • DualNumbers
  • HyperDualNumbers

Added blslambda, blspsi, blsvanna.