trading_formulas 0.0.1
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- data/.gitignore +17 -0
- data/Gemfile +4 -0
- data/LICENSE +22 -0
- data/README.md +34 -0
- data/Rakefile +10 -0
- data/lib/trading_formulas/bermudan_options.rb +124 -0
- data/lib/trading_formulas/binomial_options.rb +753 -0
- data/lib/trading_formulas/black_scholes.rb +369 -0
- data/lib/trading_formulas/version.rb +3 -0
- data/lib/trading_formulas.rb +8 -0
- data/test/test_bermudan_options.rb +65 -0
- data/test/test_binomial_options.rb +393 -0
- data/test/test_black_scholes.rb +329 -0
- data/trading_formulas.gemspec +18 -0
- metadata +62 -0
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# -*- encoding: utf-8 -*-
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require File.expand_path('../lib/trading_formulas/version', __FILE__)
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Gem::Specification.new do |gem|
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gem.authors = ["Matt Osentoski"]
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gem.email = ["matt.osentoski@gmail.com"]
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gem.description = %q{Technical Analysis and Option trading formulas for financial instruments}
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gem.summary = %q{This Gem contains a number of trading formulas.}
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gem.homepage = ""
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gem.files = `git ls-files`.split($\)
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gem.executables = gem.files.grep(%r{^bin/}).map{ |f| File.basename(f) }
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gem.test_files = gem.files.grep(%r{^(test|spec|features)/})
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gem.name = "trading_formulas"
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gem.require_paths = ["lib"]
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gem.version = TradingFormulas::VERSION
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end
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metadata
ADDED
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--- !ruby/object:Gem::Specification
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name: trading_formulas
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version: !ruby/object:Gem::Version
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version: 0.0.1
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prerelease:
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platform: ruby
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authors:
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- Matt Osentoski
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2013-09-23 00:00:00.000000000 Z
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dependencies: []
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description: Technical Analysis and Option trading formulas for financial instruments
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email:
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- matt.osentoski@gmail.com
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executables: []
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extensions: []
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extra_rdoc_files: []
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files:
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- .gitignore
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- Gemfile
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- LICENSE
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- README.md
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- Rakefile
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26
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- lib/trading_formulas.rb
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- lib/trading_formulas/bermudan_options.rb
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28
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- lib/trading_formulas/binomial_options.rb
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- lib/trading_formulas/black_scholes.rb
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- lib/trading_formulas/version.rb
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- test/test_bermudan_options.rb
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32
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- test/test_binomial_options.rb
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33
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- test/test_black_scholes.rb
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- trading_formulas.gemspec
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homepage: ''
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licenses: []
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post_install_message:
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rdoc_options: []
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require_paths:
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- lib
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required_ruby_version: !ruby/object:Gem::Requirement
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none: false
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requirements:
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- - ! '>='
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- !ruby/object:Gem::Version
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version: '0'
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required_rubygems_version: !ruby/object:Gem::Requirement
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none: false
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requirements:
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- - ! '>='
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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rubyforge_project:
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rubygems_version: 1.8.16
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signing_key:
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specification_version: 3
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summary: This Gem contains a number of trading formulas.
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test_files:
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60
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- test/test_bermudan_options.rb
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61
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- test/test_binomial_options.rb
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62
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- test/test_black_scholes.rb
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