Now that we have implemented Black-Scholes in Clojure, let’s make a Swing GUI for it. The Swing GUI will have text boxes for all the necessary inputs, and calculate prices and Greeks when the button is pressed. It’s a simple and straightforward way to get started in Swing GUI programming in Clojure. Here’s what it [...]
The Black-Scholes option pricing model, implemented in Clojure based on the description at Wikipedia and these code samples. Print PDF