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JuliaQuant / FinancialDerivatives.jl

Financial derivatives modeling and pricing in Julia.
https://juliaquant.github.io/FinancialDerivatives.jl/dev/
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Integrate Dates to compute time to maturity #17

Open mvanzulli opened 6 months ago

mvanzulli commented 6 months ago

Allow the interface to support Base.Dates. This would allow defining valuation and expiration date.