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# Math::Business::BlackScholesMerton
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Prices options using the GBM model, all closed formulas.

Important(a): Basically, one_touch, up_or_down and double_touch have two cases of 
payoff either at end or at hit. We treat them differently. We use parameter 
$w to differ them.

$w = 0: payoff at hit time.
$w = 1: payoff at end.

Our current contracts pay rebate at hit time, so we set $w = 0 by default.

Important(b) :Furthermore, for all our contracts, we allow a different 
payout currency (Quantos).

Paying domestic currency (JPY if for USDJPY) = correlation coefficient is ZERO.
Paying foreign currency (USD if for USDJPY) = correlation coefficient is ONE.
Paying another currency = correlation is between negative ONE and positive ONE.

INSTALLATION

To install this module, run the following commands:

	perl Makefile.PL
	make
	make test
	make install

SUPPORT AND DOCUMENTATION

After installing, you can find documentation for this module with the
perldoc command.

    perldoc Math::Business::BlackScholesMerton

You can also look for information at:

    RT, CPAN's request tracker (report bugs here)
        http://rt.cpan.org/NoAuth/Bugs.html?Dist=Math-Business-BlackScholesMerton

    AnnoCPAN, Annotated CPAN documentation
        http://annocpan.org/dist/Math-Business-BlackScholesMerton

    CPAN Ratings
        http://cpanratings.perl.org/d/Math-Business-BlackScholesMerton

    Search CPAN
        http://search.cpan.org/dist/Math-Business-BlackScholesMerton/


LICENSE AND COPYRIGHT

Copyright (C) 2014 binary.com

This program is free software; you can redistribute it and/or modify it
under the terms of the the Artistic License (2.0). You may obtain a
copy of the full license at:

L<http://www.perlfoundation.org/artistic_license_2_0>

Any use, modification, and distribution of the Standard or Modified
Versions is governed by this Artistic License. By using, modifying or