NAME
basop Black and Scholes option price calculator vers 1.2
Copyright (C) 1999 Jan Mourer
email: jan@panteltje.demon.nl
snail mail:
Jan Mourer
Monnikebildtdijk 2
9078 VE Oude Bildtzijl
Holland
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation; either version 2 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
Panteltje (c) basop vers 1.2 1999
Black and Scholes option price calculator.
SYNOPSIS
usage: basop [current_stock_price option_strike_price riskless_interest_rate
expiration_month expiration_year expected_volatility]
Any mail about this programs, to me, jan@panteltje.demon.nl
If you modify or add things to it, feel free to bring it out as a new
program
or contact me to work out a new version number.
Mentioning basop as the source would be appreciated.
DESCRIPTION
This program calculates the value of a call and put using the Black and
Scholes method.
You can invoke it with just basop, it will ask you for the data.
Or you can invoke it from the command line like for example:
basop 92.00 95.00 .0712 oct 1999 .35
where:
92.00 is the current stock price
95.00 is the option strike price,
oct is the expiration month, only the first 3 characters of the month are
compared, upper and lower case is treated the same, and Dutch and English
language is supported.
1999 is the expiration year, it MUST be 4 digits (or more....).
You could use the C routines provided from within an other program.
See text in basop for references and thanks.
basop stands for Black And Scholes Option Program.
J.
