Clojure GUI Demo of Options pricing models (Black-Scholes, etc.)
Clojure Shell
Pull request Compare This branch is 4 commits ahead of pjlegato:master.
Latest commit 657514d Jan 23, 2012 @juliangamble Update .gitignore
Permalink
Failed to load latest commit information.
src/clojure_options
test/clojure_options
.gitignore
README
build.cmd
clojure-black-scholes.jnlp
clojure-black-scholes.png
project.clj
sign.cmd

README

Clojure-Black-Scholes

You can read a blog post about this here:
http://juliangamble.com/blog/2012/01/07/clojure-gui-demo-of-black-scholes/

This was originally written up here:
http://www.paullegato.com/blog/swing-clojure-gui-black-scholes/

This site packages it up for Web Start. 

The point here is to add Java Web start to enable it to be demoed to a wider audience
and promote the clojure community.

-----------------------------------------
This is based on:

Copyright (c) 2010 Paul Legato (pjlegato at gmail). All rights reserved.

Black-Scholes (and eventually other) options pricing models in
Clojure.  Patches are welcome provided they are released under the
same license as this code as per below, or else public domain.

================================================================
Disclaimer: This code comes with NO WARRANTY WHATSOEVER, express or implied.
There may be any number of bugs. Use at your own risk.
================================================================

Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:

    * Redistributions of source code must retain the above copyright
      notice, this list of conditions and the following disclaimer.
    * Redistributions in binary form must reproduce the above copyright
      notice, this list of conditions and the following disclaimer in the
      documentation and/or other materials provided with the distribution.
    * Neither the name of Paul Legato nor the
      names of its contributors may be used to endorse or promote products
      derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL <COPYRIGHT HOLDER> BE LIABLE FOR ANY
DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.