The following module was proposed for inclusion in the Module List:
modid: Math::Business::BlackSch
DSLIP: bdpfp
description: Black-Scholes option price model functions
userid: ANDERS (Anders Johnson)
chapterid: 6 (Data_Type_Utilities)
communities:
similar:
rationale:
The Black-Scholes model is the most widely-accepted way to value
stock options. There really ought to be a reference implementation
in Perl.
I'm flexible on the module name. Unfortunately, "BlackScholes"
violates the 11-char limit. Math::Business already exists, and
seemed like a logical place. I'm calling this "beta" (even though it
has been thoroughly verified) in case a name change is indicated.
enteredby: ANDERS (Anders Johnson)
enteredon: Mon Jul 29 17:42:30 2002 GMT
The resulting entry would be:
Math::Business::
::BlackSch bdpfp Black-Scholes option price model functions ANDERS
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