Pricing

TODO: Read in parameters for pricing formula from stdin

TODO: American options

 Porcelain.exec("./pricing", ["150 100 0.005 5 0.04 0.00"])

Installation

If available in Hex, the package can be installed as:

1. Add pricing to your list of dependencies in mix.exs:

   def deps do [{:pricing, "~> 0.0.1"}] end

2. Ensure pricing is started before your application:

   def application do [applications: [:pricing]] end

To compile the pricing.c file for now just execute the following on the cygwin terminal, thank

		gcc -Wall -I/usr/local/include -c pricing.c
		g++ -L/usr/local/lib/ pricing.o -lgsl -lgslcblas -lm
		./a.exe

Expected output:

		Underlier price: 87.500000
		   Strike price: 85.000000
		 risk free rate: 0.00500
		 Time to expiry: 0.04000
		     Volatility: 0.06000
		  Discount rate: 0.00000

		price call: 2.519551
		price  put: 0.002552