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Title:          basop
Version:        1.2
Entered-date:   16JUL99
Description:    
                This program calculates the value of a call and put 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 (okt for Dutch will also be
                 accepted).
                1999 is the expiration year.
                .35 is the expected volatility (here 35%).

                basop calculates the days to expiration assuming expiration on
                the 3rd Friday of the month (you can change this in the
                source if you like).

                You could use the C routines provided from within an other
                program.
                See text in basop.c for references and thanks.
                basop stands for Black And Scholes Option Program.
 
                I am releasing this because it may be of use to you if you are
                 interested in options.
                It is just a test for the routines I am writing for the
                program xkra (same location).
                To install;
	        Copy basop-1.2.tgz your home directory
                tar -zxvf basop-1.2.tgz <ENTER>
                cd basop-1.2 <ENTER>
                Follow instructions in INSTALL	
                Changes from version -1.1:
                bug fix get_probability(): for negative arguments.
Keywords:       Black and Scholes, option, pricing, stock, market, financial 
Author:         jan@panteltje.demon.nl
Maintained-by:  jan@panteltje.demon.nl
Primary-site:   http://www.panteltje.demon.nl/financial/
Alternate-site:	ftp://sunsite.unc.edu/pub/Linux/apps/financial/investment/
Platforms:	LINUX UNIX DOS (anything that has a C compiler)
Copying-policy: GPL
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