| Name : perl-Finance-Options-Calc
| |
| Version : 0.90
| Vendor : obs://build_opensuse_org/devel:languages:perl
|
| Release : 8.72
| Date : 2024-08-05 18:08:11
|
| Group : Development/Libraries/Perl
| Source RPM : perl-Finance-Options-Calc-0.90-8.72.src.rpm
|
| Size : 0.01 MB
| |
| Packager : (none)
| |
| Summary : Option analysis based on different option pricing models
|
Description :
b_s_call() subroutines returns theorical value of the call option based on
Black_Scholes model. The arguments are current stock price, strike price,
time to expiration (calender days, note this module does NOT use business
days), volatility(%), annual interest rate(%) in order.
b_s_put() subroutines returns theorical value of the put option based on
Black_Scholes model. The arguments are current stock price, strike price,
time to expiration (calender days, note this module does NOT use business
days), volatility(%), annual interest rate(%) in order.
call_delta() returns call delta.
put_delta() returns put delta.
Other methods are similar.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/perl:/CPAN-F/openSUSE_Tumbleweed/noarch |
