/ 
Finance-Options-Calc-0.7
River stage zero No dependents
/ Finance::Options::Calc

NAME

Finance::Options::Calc - Calculate option value based on different models.

SYNOPSIS

   use Finance::Options::Calc;

   print b_s_call(80, 80, 20, 30, 4.5);
   print b_s_put (80, 80, 20, 30, 4.5);

DESCRIPTION

b_s_call() subroutines returns theorical value of the call option based on Black_Scholes model. The arguments are current stock price, strike price, time to expiration (calender days, note this module does NOT use business days), volatility(%), annual interest rate(%) in order.

b_s_put() subroutines returns theorical value of the put option based on Black_Scholes model. The arguments are current stock price, strike price, time to expiration (calender days, note this module does NOT use business days), volatility(%), annual interest rate(%) in order.

TODO

more calculation models will be included.

AUTHOR

Chicheng Zhang

chichengzhang@hotmail.com