Releases: tejaskamtam/OpenQuant
Releases · tejaskamtam/OpenQuant
Version 0.0.2 - Brownian and GBM; Black Scholes Pricing
Brownian and Geometric Brownian Motion modules are now available. Black Scholes pricing model implemented as a class - greeks to be developed soon. Now available on PyPi - linked in about.
Version 0.0.1 - Alpha Development
Markowitz's efficient frontier class completed with graphing. Docs to be released with later versions. Available on PyPi now.