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aleCombi / Hedgehog.jl Public

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Black scholes cleanup#1

Merged

aleCombi merged 9 commits intomasteraleCombi/Hedgehog.jl:masterfrom

BlackScholes_CleanupaleCombi/Hedgehog.jl:BlackScholes_CleanupCopy head branch name to clipboard

Apr 5, 2025

Conversation Commits9 (9)Checks Files changed

Merged

Black scholes cleanup#1
aleCombi merged 9 commits intomasterfrom
BlackScholes_Cleanup

Commits

Commits on Apr 5, 2025

Centralized imports, usings and exports
aleCombi
committed
Cleanup
aleCombi
committed
Unified CalibrationProblm handles implied volatility
aleCombi
committed
Rewrote calibration problem for implied vols
aleCombi
committed
Completed calibration with docstrings
aleCombi
committed
Added docstrings to interpolator2d and vol surface and type parameters
aleCombi
committed
Added unit tests for vol surface and interpolator2d
aleCombi
committed
Added docstrings to datefunctions
aleCombi
committed
Added unit tests for date functions
aleCombi
committed

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