Parsiad Azimzadeh

I am happy to announce the release of the GNU Octave financial package version 0.5.0. This is the first version to be released since I took on the role of maintainer.

If you do not already have GNU Octave, you can grab a free copy here.

To install the package, launch Octave and run the following commands:

pkg install -forge io
pkg install -forge financial

Perhaps the most exciting addition in this version is the Monte Carlo simulation framework, which is significantly faster than its MATLAB counterpart. A brief tutorial (along with benchmarking information) are available in a previous post. Other additions include Black-Scholes options and greeks valuation routines, implied volatility calculations, and general bug fixes. Some useful links are below: