Math::Business::BlackScholes - Black-Scholes option price model functions
Copyright (c) 2002 Anders Johnson. All rights reserved. This program is free
software; you can redistribute it and/or modify it under the same terms as
Perl itself. The author categorically disclaims any liability for this
software.
Requires the Math::CDF module.
This is a standard perl module. To install:
% perl -MCPAN -e 'install Math::CDF'
% perl Makefile.PL # optionally "perl Makefile.PL PREFIX=/...", etc.
% make
% make test
% make install
Version Date Notes
------- ---- -----
0.01 2/2/2002 First Release (as Math::Business::BlackSch)
0.02 8/9/2002 Renamed to Math::Business::BlackScholes
0.03 10/29/2002 Added historical_volatility() and implied_volatility*()
0.04 5/15/2003 _implied_volatility() convergence fixes