NAME `Finance::Options::Calc' - Option analysis based on different option pricing models. SYNOPSIS use Finance::Options::Calc; print b_s_call(90, 80, 20, 30, 4.5); print b_s_put (90, 80, 20, 30, 4.5); print call_delta(90, 80, 20, 30, 4.5); print put_delta(90, 80, 20, 30, 4.5); print call_theta(90, 80, 20, 30, 4.5); print put_theta(90, 80, 20, 30, 4.5); print gamma(90, 80, 20, 30, 4.5); print vega(90, 80, 20, 30, 4.5); print call_rho(90, 80, 20, 30, 4.5); print put_rho(90, 80, 20, 30, 4.5); 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. TODO more calculation models will be included. AUTHOR Chicheng Zhang chichengzhang@hotmail.com