patchGNU Octave - Patches: patch #8210, Addition to financial package:...

 
 

patch #8210: Addition to financial package: binprice.m function

Submitted by:  Parsiad Azimzadeh <parsiad>
Submitted on:  Sun 13 Oct 2013 06:16:06 PM UTC  
 
Category: NonePriority: 5 - Normal
Status: DonePrivacy: Public
Assigned to: NoneOpen/Closed: Closed

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Fri 18 Oct 2013 03:26:55 AM UTC, comment #1:

Thank you for your patch. I pushed it after amending the commit so the new function is added to the NEWS and INDEX file, and a very small aesthetic change. See cset c85f5efcd535.

Carnë Draug <carandraug>
Project Member
Sun 13 Oct 2013 06:16:06 PM UTC, original submission:

Added binomial tree pricing for American options.

Does not currently include ex-dividends, but this should be easy enough to add in the future.

Parsiad Azimzadeh <parsiad>

 

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Attached Files
file #29369:  2013.10.13.parsiad-financial.patch added by parsiad (6kB - application/octet-stream)

 

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    Follow 3 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Fri 18 Oct 2013 03:26:54 AM UTCcarandraugStatusNone=>Done
      Open/ClosedOpen=>Closed
    Sun 13 Oct 2013 06:16:06 PM UTCparsiadAttached File-=>Added 2013.10.13.parsiad-financial.patch, #29369

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