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| From: | Parsiad Azimzadeh |
| Subject: | [Octave-bug-tracker] [bug #44653] bolling.m in financial pkg does not use width parameter, gives incorrect result |
| Date: | Sun, 03 May 2015 17:58:27 +0000 |
| User-agent: | Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/42.0.2311.135 Safari/537.36 |
Follow-up Comment #7, bug #44653 (project octave):
I was unable to figure out how to modify the commit history on remote, so I
deleted the old fork and made a new one. Please reject the previous merge
requests.
Here are the new change sets for the new fork:
https://sourceforge.net/u/azimzadeh/octave-financial/
- [8f6477] bolling.m: now uses width parameter (bug #44653)
- [7ab481] bolling.m: bands have the same colors; asset price is displayed
alongside bands
- [06f4e9] bolling.m: added tests
There are also two unrelated change sets. The first centralizes error
checking:
- [0ebe45] bls*.m, binprice.m: centralized error checking; conformed email
addresses in headers
The second adds amerbinary to price american binary options.
- [12cca6] amerbinary.m: added routine to price american binary options
A document detailing the formula is available at
http://parsiad.ca/teaching/American_Binary/ (HTML) or
http://parsiad.ca/teaching/American_Binary/American_Binary.pdf (PDF)
I have not done a merge request on these changes, but let me know if I should.
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