black scholes dll
$30-5000 USD
Paid on delivery
I have to calculate literally thousands of options valuations going back to 1999. I need a dll that will calculate the black scholes valuation model. I want to supply the following to the dll by reference and have the dll supply a method which returns the valuation.
Here are the values I will pass.
1. price of the security
2. days to maturity
3. annual interest rate
4. volatility %
5. annual interest rate
6. Dividend Yield
7. Call or Put designation
If you need an example of the Black Scholes formula, I can provide.
Project ID: #3169670