From af9d555b1bc1d4741c99f40f2d3efb48a998259d Mon Sep 17 00:00:00 2001 From: Larry Richards Date: Sat, 4 Apr 2015 13:02:49 +0900 Subject: [PATCH] readme --- README.MD | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/README.MD b/README.MD index 9f8c600..7ccc98b 100644 --- a/README.MD +++ b/README.MD @@ -5,14 +5,14 @@ implied volatility and greeks. At its core is Peter Jäckel's source code for `LetsBeRational`, an extremely fast and accurate algorithm for obtaining Black's implied volatility from option prices. -Building on this solid foundation, vollib provides functions +Building on this solid foundation, `vollib` provides functions to calculate option prices, implied volatility and greeks using Black, Black-Scholes, and Black-Scholes-Merton. `vollib` implements both analytical and numerical greeks for each of the three pricing formulae. ### About the initial release -This is the initial release of vollib. Tests and documentation are still incomplete. +This is the initial release of `vollib`. Tests and documentation are still incomplete. ### Dependencies