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

