Hi!

I
believe that examples should be nontrivial, interesting and useful for library
testing. What do you think?

To
start with I’ll write two examples:

BSM
European Option Test:

Goal: tests
errors of the solutions using different methods.

Computes and compares European call value using BSM
formula, Monte-Carlo and Finite-Differences method, displays relative error.

Tests put-call parity.

Hedging
error example:

Goals: shows usage of the QL for experimental study.

Computes profit/loss of the short European option
position due to discrete hedging.

It
would be nice to receive your example ideas.

Best
wishes,

Maxim