Distributions Which Depend on Format-Util
Release Uploaded
Math-Business-BlackScholesMerton-1.2518 Nov 2022 13:50:50 UTC Algorithm of Math::Business::BlackScholesMerton for binary and non-binary options 18 Nov 2022 13:50:50 UTC
Math-Business-Lookback-0.0109 Nov 2022 06:37:09 UTC The Black-Scholes formula for Lookback options. 09 Nov 2022 06:37:09 UTC
VolSurface-Calibration-Equities-0.0420 Feb 2017 06:58:00 UTC now based on centroid calculations A function that optimizes a set of parameters against a function. This optimization method is based on Amoeba optimization. We use a form of the Downhill Simplex Method or Nelder-Mead (available as the R function optim). This can also be coded in other languages. 20 Feb 2017 06:58:00 UTC
Quant-Framework-0.3607 Sep 2016 02:39:35 UTC Gateway to fetch market-data from Quant::Framework 07 Sep 2016 02:39:35 UTC
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