Initial commit packaging GBS functions

setup.py

@@ -0,0 +1,12 @@
+from setuptools import setup
+
+setup(
+    name="optlib",
+    version="0.0.1",
+    description="A library to price financial options written in Python.",
+    url="http://github.com/bartolomed/optlib",
+    author="Davis Edwards & Daniel Rojas",
+    packages=["optlib"],
+    install_requires=["numpy", "scipy"],
+    zip_safe=False
+)