The following module was proposed for inclusion in the Module List:
modid: Math::Business::BlackSch
DSLIP: bdpfp
description: Black-Scholes option pricing model functions
userid: ANDERS (Anders Johnson)
chapterid: 6 (Data_Type_Utilities)
communities:
similar:
rationale:
First of all, I'm not sure about the name. Since there is allegedly
an 11-char portability limit, "BlackScholes" won't fit. Maybe
"BlackSchole" is better than "BlackSch"?
The Black-Scholes model is certainly useful, and it's nontrivial to
code the functions, especially when you consider the corner cases.
Seems like there ought to be a reference implementation.
The module is already coded, tested, has a Makefile.PL, etc. I just
need to know the best name for it, and to upload it.
enteredby: ANDERS (Anders Johnson)
enteredon: Wed Jan 2 18:43:57 2002 GMT
The resulting entry would be:
Math::Business::
::BlackSch bdpfp Black-Scholes option pricing model functions ANDERS
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