financial Log


Commit Date  
[c08269] by Carn? Draug Carn? Draug

blsprice: perform simple input checking.

2013-10-18 03:55:08 Tree
[c85f5e] by parsiad

binprice: new function for binomial pricing of American options.

* binrpice.m: new function file.
* INDEX, NEWS: list new function.

2013-10-13 18:09:01 Tree
[3e631b] by parsiad

Addition of test cases to and renaming of variables.

* blkimpv.m, blkprice.m, blsdelta.m, blsgamma.m, blsimpv.m, blslambda.m,
blsprice.m, blsrho.m, blstheta.m, blsvega.m, opprofit.m: rename of
variables names for less cryptic things. Added test cases.
* blsimpv.m: enclose call to fsolve() in a try catch block for cases where
solution is not found in the interval and fsolve() throws an error.

2013-10-11 02:59:44 Tree
[7350d2] by Carn? Draug Carn? Draug

Changes to follow Octave coding guidelines.

* blkimpv.m, blkprice.m, blsdelta.m, blsgamma.m, blsimpv.m, blslambda.m,
blsprice.m, blsrho.m, blstheta.m, blsvega.m, opprofit.m: at least check
number of input arguments, define defaults on functoin definition line,
use matching end to end blocks, add a first help text sentence to top
of help text, replace tabs with spaces, spaces after function calls,
varied other fixes to follow Octave coding guidelines.
* blsimpv.m: generate a logical matrix to ease inside the for loops.

2013-10-08 20:23:55 Tree
[bb3ab8] by parsiad

New functions for Black and Black-Scholes models.

* blkimpv.m, blkprice.m, blsdelta.m, blsgamma.m, blsimpv.m, blslambda.m,
blsprice.m, blsrho.m, blstheta.m, blsvega.m, opprofit.m: new functions.
* INDEX: update list with new functions.
* NEWS: add new functions to news.

2013-10-08 01:51:10 Tree
[7b2b0c] by Carn? Draug Carn? Draug

maint: update NEWS for recent changes to fetch_google

2013-09-09 11:58:26 Tree
[1bc0d7] by Thomas Weber Thomas Weber

maint: remove DOS line ending from all .m files.

2013-09-06 11:22:13 Tree
[32c6f8] by Thomas Weber Thomas Weber

fetch_google: remove option for weekly stock prices from Google Finance.

* private/fetch_google.m: remove option for weekly stock prices since
Google Finance no longer supports weekly historical prices. Remove
tests for the weekly option.
* fetch.m: update documentation to mention that weekly period is now
a Yahoo option only.

2013-09-06 11:19:54 Tree
[4271a7] by Thomas Weber Thomas Weber

fetch_google: update Google test case for daily values (bug #39400)

* private/fetch_google.m: seems the values returned by Google for the daily
traded volumes changed. I do not understand why that is the case, nor why
the traded volumes given by Google, Yahoo and the Nasdaq Historical data
differ:

01 July 2005, traded volume of symobl YHOO:
Yahoo: 9.861.600
Google: 9,875,220
Nasdaq: 9,872,570

2013-09-06 10:44:53 Tree
[7e6433] by Mike Miller Mike Miller

maint: fix hgignore regexp pattern typos

2013-09-03 11:50:42 Tree
[98186f] by John W. Eaton John W. Eaton

* datesplit.m, private/fetch_google.m: Use ... for continuation marker
to avoid deprecated syntax warning.

2013-08-28 20:27:57 Tree
[3199dc] by Carn? Draug Carn? Draug

maint: add hgignore file

2013-08-25 05:33:41 Tree
[99b93b] by Carn? Draug Carn? Draug

maint: move files one level down after split into into individual repositories.

2013-08-25 05:32:50 Tree
[cc7e24] by carandraug

Accept optional argument to specify format of date string.

* year.m, month.m, day.m, hour.m, minute.m, second.m: add an optional input
argument to specify the format for a date string. Add tests and input
checking. Expand documentation.
* month.m: in addition to the other changes, also return the 3 letter
abbreviation for the month name.
* NEWS: mention this changes on NEWS.

2013-07-10 05:02:13 Tree
[682a60] by carandraug

holidays: add more tests

2012-10-27 17:27:27 Tree
[4c0064] by carandraug

holidays: fix bug from r11369 when used dates were outside the hardcoded interval

2012-10-27 17:10:34 Tree
[316744] by carandraug

holidays: hardcode closing dates to include special occasions. Comment problem of adjusting holidays for Fridays and Mondays

2012-10-27 16:58:34 Tree
[0004b1] by carandraug

holidays: check new year's day is on a Saturday. Patch from Randy <littlemanrkc@yahoo.com>. Closes #37616 from core tracker

2012-10-27 13:43:47 Tree
[8abca2] by carandraug

isbusday: accept non-integer values. Patch from Randy <littlemanrkc@yahoo.com>. Closes #37621 from core tracker

2012-10-26 03:47:33 Tree
[6ff432] by carandraug

time: remove directory of package (moved to financial)

2012-10-16 00:28:49 Tree
[be0fac] by carandraug

time: needs at least one file, even if empty, for the package to install.

2012-04-18 21:32:14 Tree
[6426c8] by carandraug

time: new package release

2012-04-18 21:29:05 Tree
[c5812f] by carandraug

financial: new package release

2012-04-18 21:28:42 Tree
[5d551d] by carandraug

hhigh: fix small bug introduced on r10268 when setting function defaults on function line

2012-04-18 21:23:32 Tree
[81e723] by carandraug

financial: update license of all files to GPLv3+

2012-04-17 14:51:11 Tree
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