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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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Missing unit tests for BlackKarasinski #4

Closed femtotrader closed 5 years ago

femtotrader commented 5 years ago

(just a reminder)

BlackKarasinski model have been added with https://github.com/JuliaQuant/FinancialDerivatives.jl/commit/021d5544a1ca1557cd6b71b91397c9c10e3b5280

but unit tests are missing

alexandrebrilhante commented 5 years ago

Should be fixed now.