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rcalxrc08
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FinancialToolbox.jl
Useful functions for Black–Scholes Model in the Julia Language
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Symbolics.jl: avoid runtime differentiation
#27
rcalxrc08
opened
6 months ago
0
Support Symbolics.jl
#26
rcalxrc08
closed
2 months ago
1
Bump julia-actions/setup-julia from 1 to 2
#25
dependabot[bot]
closed
6 months ago
0
Bump codecov/codecov-action from 3 to 4
#24
dependabot[bot]
closed
9 months ago
0
Bump actions/cache from 3 to 4
#23
dependabot[bot]
closed
9 months ago
0
CompatHelper: add new compat entry for MuladdMacro at version 0.2, (keep existing compat)
#22
github-actions[bot]
closed
10 months ago
0
blsimpv() reaches max iterations when vega approaches 0, resulting in NaN implied volatility.
#21
Forty-Tw0
closed
10 months ago
3
Recover coverage: test frule for blimpv
#20
rcalxrc08
closed
9 months ago
2
Support complex numbers in implied volatility computation
#19
rcalxrc08
opened
1 year ago
1
Bump actions/cache from 1 to 3
#18
dependabot[bot]
closed
1 year ago
0
Bump actions/checkout from 2 to 4
#17
dependabot[bot]
closed
1 year ago
0
Bump codecov/codecov-action from 1 to 3
#16
dependabot[bot]
closed
1 year ago
0
Implied Volatility: Switch to Let's be Rational
#15
rcalxrc08
closed
10 months ago
4
Implied Volatility: use theoretical bounds for inversion
#14
rcalxrc08
closed
10 months ago
1
CompatHelper: add new compat entry for ChainRulesCore at version 1, (keep existing compat)
#13
github-actions[bot]
closed
1 year ago
0
Poor Zygote.jl performances in blsprice
#12
rcalxrc08
closed
1 year ago
3
Support Zygote.jl and related AD packages for blsimpv
#11
rcalxrc08
closed
1 year ago
0
Implied volatility: missing implementation for Taylor1, TaylorN
#10
rcalxrc08
opened
2 years ago
2
Add all second order greeks
#9
fmvin
closed
6 months ago
1
TagBot trigger issue
#8
JuliaTagBot
closed
2 years ago
9
Update version
#7
rcalxrc08
closed
2 years ago
13
[proposal] don't error for implied vol non-convergence
#6
tbeason
closed
1 year ago
5
Install TagBot as a GitHub Action
#5
JuliaTagBot
closed
4 years ago
2
Change Brent Method
#4
rcalxrc08
closed
1 year ago
1
Support for Dual/HyperDual/Complex in blsimpv
#3
rcalxrc08
closed
1 year ago
5
Error tagging new release
#2
attobot
closed
7 years ago
0
Try Julia 0.7 allow Failures
#1
rcalxrc08
closed
7 years ago
1