#14671: Adding Black-Scholes to Sage finance
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Reporter: Zaxis | Owner: Zaxis
Type: enhancement | Status:
positive_review
Priority: minor | Milestone: sage-5.11
Component: finance | Resolution:
Keywords: Black-Scholes, finance, options | Work issues:
Report Upstream: N/A | Reviewers: William
Stein, Karl-Dieter Crisman
Authors: Brian Manion | Merged in:
Dependencies: | Stopgaps:
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Changes (by kcrisman):
* reviewer: => William Stein, Karl-Dieter Crisman
Old description:
> Added Black-Scholes functionality to sage.finance. Note that #4083 seeks
> to create an option class with Black-Scholes functionality. However there
> are reasons Black-Scholes would be useful as a standalone function
> without the need to create an option object as described in #4083.
New description:
Added Black-Scholes functionality to sage.finance. Note that #4083 seeks
to create an option class with Black-Scholes functionality. However there
are reasons Black-Scholes would be useful as a standalone function without
the need to create an option object as described in #4083.
----
Apply [attachment:trac_14671_black_scholes.patch] and
[attachment:trac_14671-ref.patch].
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Comment:
Patchbot, apply trac_14671_black_scholes.patch and trac_14671-ref.patch
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Ticket URL: <http://trac.sagemath.org/sage_trac/ticket/14671#comment:14>
Sage <http://www.sagemath.org>
Sage: Creating a Viable Open Source Alternative to Magma, Maple, Mathematica,
and MATLAB
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