Math::Business::BlackScholes - Black-Scholes option price model functions

Copyright (c) 2002-2008 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       impliedvolatility() convergence fixes
0.05    5/30/2003       Even more convergence fixes
0.06    1/27/2004       Deal with undefined $d1 values
1.01    12/29/2008      Add support for discrete dividends