Looks like the opt_bs function is actually the opt_b function. It calculates the Black model for European options on futures contracts, instead of the original Black-Scholes for European options on non-dividend paying stocks.
Black formula for calls: C = Ue^(-rt)N(h) - Ee^(-rt)N(h-vt^0.5) Black-Scholes: C = UN(h) - Ee^(-rt)N(h-vt^0.5) and so on through the opt_bs_delta, etc. It would be nice to have this too, when someone has the time. Until then, may I suggest the documentation be changed to reflect this? Thanks again for all the wonderful work on Gnumeric. I couldn't live without it. Scott _______________________________________________ gnumeric-list mailing list gnumeric-list@gnome.org http://mail.gnome.org/mailman/listinfo/gnumeric-list
