Introduction

VLOptionsModeling.jl is a Julia package to model the price of European and American style equity derivative contracts.

Installation and requirements

VLOptionsModeling.jl is organized as a Julia package which can be installed in the package mode of Julia.

Start of the Julia REPL and enter the package mode using the ] key (to get back press the backspace or ^C keys). Then, at the prompt enter:

(v1.1) pkg> add VLConstraintBasedModelGenerationUtlities

This will install the VLOptionsModeling.jl package and the other required packages. VLOptionsModeling.jl requires Julia 1.6.x and above. VLOptionsModeling.jl is open source. You can download this repository as a zip file, or clone or pull it by using the command (from the command-line):

$ git pull https://github.com/varnerlab/VLOptionsModeling.jl.git

or

$ git clone https://github.com/varnerlab/VLOptionsModeling.jl.git

How do I contribute to this package?

Fork the project and go crazy with it! Check out Rob Allen's DevNotes for a beginner's guide to contributing to a GitHub project to get started.