From 954f69610607a06d5b2c9c5a7719260a26d7cf44 Mon Sep 17 00:00:00 2001
From: Shivesh Mandalia <shivesh.mandalia@outlook.com>
Date: Sat, 21 Mar 2020 17:34:42 +0000
Subject: Add vanilla option to readme

---
 README.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/README.md b/README.md
index 0fe26cc..619a85e 100644
--- a/README.md
+++ b/README.md
@@ -5,6 +5,7 @@
 B.7 Project 5 from Mark Joshi's "The Concepts and practice of mathematical finance", published by Cambridge University Press.
 
 ### Features
+* **Vanilla options**
 * **Arithmetic Asian options**
 * **Discrete barrier options**
 * **Antithetic variates**
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