|
1 |
| -# FinancialModule |
2 |
| -[](https://travis-ci.org/rcalxrc08/FinancialModule.jl) |
3 |
| -[](https://ci.appveyor.com/project/rcalxrc08/financialmodule-jl) |
4 |
| -[](https://codecov.io/gh/rcalxrc08/FinancialModule.jl?branch=master) |
| 1 | +# FinancialToolbox |
| 2 | +[](https://travis-ci.org/rcalxrc08/FinancialToolbox.jl) |
| 3 | +[](https://ci.appveyor.com/project/rcalxrc08/FinancialToolbox-jl) |
| 4 | +[](https://codecov.io/gh/rcalxrc08/FinancialToolbox.jl?branch=master) |
5 | 5 | ##### This is a Julia package containing some useful Financial function for Pricing and Risk Management under the Black and Scholes Model.
|
6 | 6 | ###### The syntax is the same of the Matlab Financial Toolbox.
|
7 | 7 | It currently contains the following functions:
|
@@ -30,20 +30,20 @@ The module is standalone.
|
30 | 30 | ## How to Install
|
31 | 31 | To install the package simply type on the Julia REPL the following:
|
32 | 32 | ```Julia
|
33 |
| -Pkg.clone("https://github.com/rcalxrc08/FinancialModule.jl.git") |
| 33 | +Pkg.clone("https://github.com/rcalxrc08/FinancialToolbox.jl.git") |
34 | 34 | ```
|
35 | 35 | ## How to Test
|
36 | 36 | After the installation, to test the package type on the Julia REPL the following:
|
37 | 37 | ```Julia
|
38 |
| -Pkg.test("FinancialModule") |
| 38 | +Pkg.test("FinancialToolbox") |
39 | 39 | ```
|
40 | 40 | ## Example of Usage
|
41 | 41 | The following example is the pricing of a European Call Option with underlying varying
|
42 | 42 | according to the Black Scholes Model, given the implied volatility.
|
43 | 43 | After that it is possible to check the result computing the inverse of the Black Scholes formula.
|
44 | 44 | ```Julia
|
45 | 45 | #Import the Package
|
46 |
| -using FinancialModule |
| 46 | +using FinancialToolbox |
47 | 47 |
|
48 | 48 | #Define input data
|
49 | 49 | spot=10;K=10;r=0.02;T=2.0;σ=0.2;d=0.01;
|
|
0 commit comments