Add closed form Black-Scholes model

2017-09-17 16:58:11 -04:00
parent f749a22300
commit af10d6e9db
3 changed files with 63 additions and 1 deletions
--- a/serve.go
+++ b/serve.go
@@ -22,6 +22,7 @@ func index(w http.ResponseWriter, r *http.Request) {
 		json.Unmarshal(body, &mcOpt)

 		mcOpt.PriceMonteCarlo()
+		bsOpt.PriceClosedForm()

 		options := make(map[string]Option)
 		options["MonteCarlo"] = mcOpt