Financial Engineering on NodeJS

A small library providing utility methods for performing quantitative financial calculations on server, client and mobile side.

Installation

npm install fineng --save

Usage

var fineng = require('../src/fineng') vanilla_call_price = fineng.vanilla_call_price, vanilla_put_price = fineng.vanilla_put_price;

  escaped = escape(html),
  unescaped = unescape(escaped);

console.log('a vanilla call option price', vanilla_call_price(1,1,1,1,1), 'a vanilla put option price', vanilla_put_price(1,1,1,1,1));

Tests

grunt mochaTest or just grunt

Contributing

In lieu of a formal styleguide, take care to maintain the existing coding style. Add unit tests for any new or changed functionality. Lint and test your code.

Developers have to make an assignment of copyright for their contributions. This ensures that a single entity will be able to defend the copyright, should that ever become necessary.

Please send an email to Rainmaker Technologies ([email protected]) with the subject line, "Copyright assignment by name", and paste in the following statement:

"I, name, hereby irrevocably assign copyright from my contributions to the financejs/finengjs github repository to Rainmaker Technologies Inc. of Alberta, Canada, under the same licensing terms as the rest of the code. I certify that I have the right to make such assignment."

Release History

• 0.0.1 Initial release