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‎dev/.documenter-siteinfo.json‎

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{"documenter":{"julia_version":"1.12.6","generation_timestamp":"2026-07-07T00:07:32","documenter_version":"1.17.0"}}
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{"documenter":{"julia_version":"1.12.6","generation_timestamp":"2026-07-07T00:10:06","documenter_version":"1.17.0"}}

‎dev/api/index.html‎

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‎dev/getting_started/index.html‎

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julia> opt = EuropeanOption(100.0, 90.0, 0.05, 0.0, 0.3, 180/365, false)
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julia> price(AnalyticEngine(), opt, BlackScholes(), md)
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3.2281936525908073</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../">« FinancialDerivatives Overview</a><a class="docs-footer-nextpage" href="../api/">API »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.17.0 on <span class="colophon-date" title="Tuesday 7 July 2026 00:07">Tuesday 7 July 2026</span>. Using Julia version 1.12.6.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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3.2281936525908073</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../">« FinancialDerivatives Overview</a><a class="docs-footer-nextpage" href="../api/">API »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.17.0 on <span class="colophon-date" title="Tuesday 7 July 2026 00:10">Tuesday 7 July 2026</span>. Using Julia version 1.12.6.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>

‎dev/index.html‎

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<!DOCTYPE html>
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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>FinancialDerivatives Overview · FinancialDerivatives.jl</title><meta name="title" content="FinancialDerivatives Overview · FinancialDerivatives.jl"/><meta property="og:title" content="FinancialDerivatives Overview · FinancialDerivatives.jl"/><meta property="twitter:title" content="FinancialDerivatives Overview · FinancialDerivatives.jl"/><meta name="description" content="Documentation for FinancialDerivatives.jl."/><meta property="og:description" content="Documentation for FinancialDerivatives.jl."/><meta property="twitter:description" content="Documentation for FinancialDerivatives.jl."/><meta property="og:url" content="https://JuliaQuant.github.io/FinancialDerivatives.jl/"/><meta property="twitter:url" content="https://JuliaQuant.github.io/FinancialDerivatives.jl/"/><link rel="canonical" href="https://JuliaQuant.github.io/FinancialDerivatives.jl/"/><script 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src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>FinancialDerivatives.jl</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>FinancialDerivatives Overview</a><ul class="internal"><li><a class="tocitem" href="#Contents"><span>Contents</span></a></li></ul></li><li><a class="tocitem" href="getting_started/">Getting Started</a></li><li><a class="tocitem" href="api/">API</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>FinancialDerivatives Overview</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>FinancialDerivatives Overview</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/JuliaQuant/FinancialDerivatives.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/JuliaQuant/FinancialDerivatives.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="FinancialDerivatives-Overview"><a class="docs-heading-anchor" href="#FinancialDerivatives-Overview">FinancialDerivatives Overview</a><a id="FinancialDerivatives-Overview-1"></a><a class="docs-heading-anchor-permalink" href="#FinancialDerivatives-Overview" title="Permalink"></a></h1><article><details class="docstring" open="true"><summary id="FinancialDerivatives"><a class="docstring-binding" href="#FinancialDerivatives"><code>FinancialDerivatives</code></a> — <span class="docstring-category">Module</span></summary><section><div><p>The <code>FinancialDerivatives</code> module provides convenient models for pricing financial derivatives in Julia.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/JuliaQuant/FinancialDerivatives.jl/blob/69ab4b99da1e73e5f79c756acff78d1463acde2f/src/FinancialDerivatives.jl#L1-L3">source</a></section></details></article><h2 id="Contents"><a class="docs-heading-anchor" href="#Contents">Contents</a><a id="Contents-1"></a><a class="docs-heading-anchor-permalink" href="#Contents" title="Permalink"></a></h2><ul><li><a href="getting_started/#Getting-Started">Getting Started</a></li><li class="no-marker"><ul><li><a href="getting_started/#Installation">Installation</a></li><li><a href="getting_started/#Usage">Usage</a></li></ul></li><li><a href="api/#API">API</a></li><li class="no-marker"><ul><li><a href="api/#Instruments">Instruments</a></li><li><a href="api/#Market-Data">Market Data</a></li><li><a href="api/#Pricing-Engines">Pricing Engines</a></li><li><a href="api/#Models">Models</a></li><li><a href="api/#Pricing">Pricing</a></li><li><a href="api/#Private">Private</a></li></ul></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="getting_started/">Getting Started »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option 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Using Julia version 1.12.6.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>FinancialDerivatives Overview · FinancialDerivatives.jl</title><meta name="title" content="FinancialDerivatives Overview · FinancialDerivatives.jl"/><meta property="og:title" content="FinancialDerivatives Overview · FinancialDerivatives.jl"/><meta property="twitter:title" content="FinancialDerivatives Overview · FinancialDerivatives.jl"/><meta name="description" content="Documentation for FinancialDerivatives.jl."/><meta property="og:description" content="Documentation for FinancialDerivatives.jl."/><meta property="twitter:description" content="Documentation for FinancialDerivatives.jl."/><meta property="og:url" content="https://JuliaQuant.github.io/FinancialDerivatives.jl/"/><meta property="twitter:url" content="https://JuliaQuant.github.io/FinancialDerivatives.jl/"/><link rel="canonical" href="https://JuliaQuant.github.io/FinancialDerivatives.jl/"/><script 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src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>FinancialDerivatives.jl</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>FinancialDerivatives Overview</a><ul class="internal"><li><a class="tocitem" href="#Contents"><span>Contents</span></a></li></ul></li><li><a class="tocitem" href="getting_started/">Getting Started</a></li><li><a class="tocitem" href="api/">API</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>FinancialDerivatives Overview</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>FinancialDerivatives Overview</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/JuliaQuant/FinancialDerivatives.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/JuliaQuant/FinancialDerivatives.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="FinancialDerivatives-Overview"><a class="docs-heading-anchor" href="#FinancialDerivatives-Overview">FinancialDerivatives Overview</a><a id="FinancialDerivatives-Overview-1"></a><a class="docs-heading-anchor-permalink" href="#FinancialDerivatives-Overview" title="Permalink"></a></h1><article><details class="docstring" open="true"><summary id="FinancialDerivatives"><a class="docstring-binding" href="#FinancialDerivatives"><code>FinancialDerivatives</code></a> — <span class="docstring-category">Module</span></summary><section><div><p>The <code>FinancialDerivatives</code> module provides convenient models for pricing financial derivatives in Julia.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/JuliaQuant/FinancialDerivatives.jl/blob/04441fb299cb6f4a2b8b67cd5cc829a6d7a196ee/src/FinancialDerivatives.jl#L1-L3">source</a></section></details></article><h2 id="Contents"><a class="docs-heading-anchor" href="#Contents">Contents</a><a id="Contents-1"></a><a class="docs-heading-anchor-permalink" href="#Contents" title="Permalink"></a></h2><ul><li><a href="getting_started/#Getting-Started">Getting Started</a></li><li class="no-marker"><ul><li><a href="getting_started/#Installation">Installation</a></li><li><a href="getting_started/#Usage">Usage</a></li></ul></li><li><a href="api/#API">API</a></li><li class="no-marker"><ul><li><a href="api/#Instruments">Instruments</a></li><li><a href="api/#Market-Data">Market Data</a></li><li><a href="api/#Pricing-Engines">Pricing Engines</a></li><li><a href="api/#Models">Models</a></li><li><a href="api/#Pricing">Pricing</a></li><li><a href="api/#Private">Private</a></li></ul></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="getting_started/">Getting Started »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option 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