This program calculates the value of a call using the Black and Scholes
method.
You can invoke it with just basop, it will ask you for the data.
Or you can invoke it from the command line like for example:
basop 92.00 95.00 .0712 oct 1999 .35
where:
92.00 is the current stock price
95.00 is the option strike price,
.0712 is the riskless interest rate (here 7.12%),
oct is the expiration month, only the first 3 characters are compared,
upper and lwer case is treated the same, and Dutch and English language
is recognised.
1999 is the expiration year, it MUST be 4 digits.
.35 is the expected volatility (here 35%).
You could use the C routines provided from within an other program.
See text in basop for references and thanks.
basop stands for Black And Scholes Option Program.
J.
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