【BS模型选择权理论价(Black Scholes)】
[code]inputs:
ExpMonth_MM( 0 ),
ExpYear_YYYY( 0 ),
StrikePr( 0 ),
Rate100( 0 ),
Volty100( 0 ),
PutCall( Put ) ;
variables: var0( 0 ) ;
var0 = ExpYear_YYYY - 1900;
Plot1( BlackScholes( DaysToExpiration( ExpMonth_MM, var0 ), StrikePr, Close, Rate100,
Volty100, PutCall ), "BlackScholes" ) ;
[/code]
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