binary-com / perl-math-business-blackscholes-binaries
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LAST BUILD ON BRANCH floor_zero
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Builds Branch Commit Type Ran Committer Via Coverage
38 floor_zero Add floor iv_ squared term in onetouch. With negative interest rates now more prevalant, we'd rather not die when they appear in the market. Barrier Options under Negative Rates in Black-Scholes (Le Floc’h and Pruell, 2014) offers a solution by ... push mwmiller travis-ci pending completion  
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