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OpenGamma-Blog/gist:4943695

Last active December 13, 2015 16:58
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MATLAB and OpenGamma 2
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gistfile1.java
package com.opengamma.externalanalytics.matlab;
import java.io.IOException;
import com.mathworks.mps.client.MATLABException;
public interface CustomMatlabModel {
public double MatlabBlackScholes(boolean isCall, double Price, double Strike, double Rate, double Time, double Volatility, double Yield) throws IOException, MATLABException;
}
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