https://github.com/alecombi/hedgehog2.jl

https://github.com/alecombi/hedgehog2.jl

Last synced: over 1 year ago
JSON representation

• Host: GitHub
• URL: https://github.com/alecombi/hedgehog2.jl
• Owner: aleCombi
• License: mit
• Created: 2025-01-30T20:44:24.000Z (over 1 year ago)
• Default Branch: master
• Last Pushed: 2025-03-20T17:12:26.000Z (over 1 year ago)
• Last Synced: 2025-03-20T18:25:31.797Z (over 1 year ago)
• Language: Julia
• Size: 145 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

          
# Hedgehog2

[![Build Status](https://github.com/aleCombi/Hedgehog2.jl/actions/workflows/CI.yml/badge.svg?branch=master)](https://github.com/aleCombi/Hedgehog2.jl/actions/workflows/CI.yml?query=branch%3Amaster)

# Roadmap

- price calls with blackscholes, binomial tree, montecarlo.

- greeks with AD, finite differences, analytical

- define a generic workflow for derivatives pricing

- define all the necessary abstract types to be ultra-generic

- setup testing

# Ideas

- keep it generic, abstract, functional

- develop horizontally, not vertically

- think of a MVP state to set a concrete goal

- keep the project well structured: keep an ADR, github project, msft todo, something similar (not too hard to commit to)

- focus on innovation points to differentiate

- thorough documentation from the start (start from structure)