black-scholes-java | Java functions and applet for Black Scholes option pricing

by jrvarma Java Version: Current License: GPL-2.0

X-Ray Key Features Code Snippets Community Discussions Vulnerabilities Install Support

kandi X-RAY | black-scholes-java Summary

black-scholes-java is a Java library. black-scholes-java has no bugs, it has no vulnerabilities, it has a Strong Copyleft License and it has low support. However black-scholes-java build file is not available. You can download it from GitHub.

This software provides JAVA code for option valuation using Black Scholes. It provides a set of JAVA functions for Black Scholes option values, implied volatility and greeks. It also provides a graphic use interface using Swing where the user can provide the asset price, strike, interest rate, volatility and other parameters. The GUI instantly displays the option values and greeks as the input parameters are changed. The main code is released under the GPL. The implied volatility is calculated using the UnivariateRealSolver from the Apache Commons Mathematics Library (which is released under the Apache Licence by the Apache Software Foundation.

Support

Quality

Security

License

Reuse

Support

black-scholes-java has a low active ecosystem.

It has 6 star(s) with 2 fork(s). There are 3 watchers for this library.

It had no major release in the last 6 months.

There are 0 open issues and 1 have been closed. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of black-scholes-java is current.

Quality

black-scholes-java has 0 bugs and 0 code smells.

Security

black-scholes-java has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

black-scholes-java code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

black-scholes-java is licensed under the GPL-2.0 License. This license is Strong Copyleft.

Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

Reuse

black-scholes-java releases are not available. You will need to build from source code and install.

black-scholes-java has no build file. You will be need to create the build yourself to build the component from source.

It has 542 lines of code, 49 functions and 5 files.

It has high code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed black-scholes-java and discovered the below as its top functions. This is intended to give you an instant insight into black-scholes-java implemented functionality, and help decide if they suit your requirements.

Key event
CDF function
Finds the Implicit product of the model
Compute the rf and update the values
Performs the actual action
Helper function to toggle implied values
Sets the value of the yield type
Returns the probability of the BDF call neutral
Calculates the probability of the BSP statement
Returns the NormalCDF of the NormalCDF
From interface KeyField
Returns the value of the product
Calculates the value of a function
Test program
Initialize the full panel

Get all kandi verified functions for this library.

black-scholes-java Key Features

No Key Features are available at this moment for black-scholes-java.

black-scholes-java Examples and Code Snippets

No Code Snippets are available at this moment for black-scholes-java.

Community Discussions

No Community Discussions are available at this moment for black-scholes-java.Refer to stack overflow page for discussions.

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install black-scholes-java

You can download it from GitHub.
You can use black-scholes-java like any standard Java library. Please include the the jar files in your classpath. You can also use any IDE and you can run and debug the black-scholes-java component as you would do with any other Java program. Best practice is to use a build tool that supports dependency management such as Maven or Gradle. For Maven installation, please refer maven.apache.org. For Gradle installation, please refer gradle.org .

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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