#14671: Adding Black-Scholes to Sage finance
---------------------------------------------------+------------------------
Reporter: Zaxis | Owner: Zaxis
Type: enhancement | Status:
needs_review
Priority: major | Milestone: sage-5.11
Component: finance | Resolution:
Keywords: Black-Scholes, finance, options | Work issues:
Report Upstream: N/A | Reviewers:
Authors: Brian Manion | Merged in:
Dependencies: | Stopgaps:
---------------------------------------------------+------------------------
Comment (by was):
I started looking at it but hit a build issue with sage-5.9. I
noticed a few little things:
- the examples should be indented 4 more spaces
- typo in this line: " - ''vol'' -- The volatilitry "
- space after "vol," here: def black_scholes(spot_price,
strike_price, time_to_maturity, risk_free_rate, vol,opt_type): "
- delete blank line 11
- I think the input lines should have a single backtick around
variable names, not 2 single quotes.
- delete blank line 43
- give a reference for the formula you're using
- are there generalizations you plan to implement later?
- why should somebody believe the examples you give? Are they
replicating some examples elsewhere (e.g., on a wikipedia page)?
--
Ticket URL: <http://trac.sagemath.org/sage_trac/ticket/14671#comment:3>
Sage <http://www.sagemath.org>
Sage: Creating a Viable Open Source Alternative to Magma, Maple, Mathematica,
and MATLAB
--
You received this message because you are subscribed to the Google Groups
"sage-trac" group.
To unsubscribe from this group and stop receiving emails from it, send an email
to [email protected].
To post to this group, send email to [email protected].
Visit this group at http://groups.google.com/group/sage-trac?hl=en.
For more options, visit https://groups.google.com/groups/opt_out.
