Option Pricing Class

A class to price options written in Java. Perhaps in the future I'll add other derivatives and pricing methods. There is no fixed schedule or plan. Critics, comments, suggestions are all welcomed.

Examples of pricing options in Python and C++

Check http://firsttimeprogrammer.blogspot.com/2015/08/european-option-pricing-with-python.html for the article with examples written in Python and C++ of the algorith used (Monte Carlo and Black & Scholes formula).

Other articles are available at http://www.firsttimeprogrammer.blogspot.com

License

See the LICENSE file for license rights and limitations (GPL 3.0).

Disclaimer

This project is for educational purpose only. The author is not responsible for any consequence or loss due to inappropriate use. The project may contain mistakes and errors. The numbers and methods used used might not be accurate. You should never use any part of this project for purposes different from the educational one.

I developed this project for fun and to improve my coding skills, not for actual use.