View source for DMelt:Finance/Financial Computations


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== Financial computations  ==

DataMelt can be used for financial computations. It provides  several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments, also providing tools related to risk management and money management.

= Equity option values =

In this section we calculate  equity option values with a number of methods, such as Black-Scholes, Barone-Adesi/Whaley, Bjerksund/Stensland, Ju Quadratic.

This code is based on the package  "org.jquantlib" which is included by default in DataMelt. 
Look at the API of [http://www.jquantlib.org/index.php/ jquantlib] project.
<jcode lang="python">
dmelt 67793023.py
</jcode>

[[Category:Financial calculations]]