{"push_id":977882250,"size":1,"distinct_size":1,"ref":"refs/heads/master","head":"d436b04e4071552e2afcbcfa0ba6a07c55515979","before":"957b03a8e2a3304730cee7a59d2f4bbc9c020490","commits":[{"sha":"d436b04e4071552e2afcbcfa0ba6a07c55515979","author":{"email":"ce39b71e0035dce3648b4074ad0ce5e2db5eb19b@me.com","name":"Albert Pang"},"message":"Added implementation of black scholes equation and implied volatility calculation using Newton-Raphson.  Modified test cases to verify against value calculated using the black scholes implementation instead of hard-coding constants (for European options at least)","distinct":true,"url":"https://api.github.com/repos/albertp007/Payoffs/commits/d436b04e4071552e2afcbcfa0ba6a07c55515979"}]}