Clojure-Options

Copyright (c) 2010 Paul Legato (pjlegato at gmail). All rights reserved.

Black-Scholes (and eventually other) options pricing models in Clojure. Patches are welcome provided they are released under the same license as this code as per below, or else public domain.

================================================================ Disclaimer: This code comes with NO WARRANTY WHATSOEVER, express or implied. There may be any number of bugs. Use at your own risk.

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

* Redistributions of source code must retain the above copyright
  notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
  notice, this list of conditions and the following disclaimer in the
  documentation and/or other materials provided with the distribution.
* Neither the name of Paul Legato nor the
  names of its contributors may be used to endorse or promote products
  derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.