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 0.05 5/30/2003 Even more convergence fixes