Options may be priced using a variety of statistical models. An early version of the Perl module in this archive was used to develop market analysis software. The code consists of a Perl module containing routines to perform option pricing and related calculations. (Alpha version.)

For an excellent reference on option pricing, consult Espen Gaarder Haug (1998) Option Pricing Formulas, McGraw-Hill. The routines were all derived from the pseudocode therein.

The documentation is generated from embedded POD using pod2html. A copy is available on-line (Options.html, 10 Kb).

You can pick up the latest version of the Finance::Options code distribution via FTP at ftp://ftp.kmri.com/pub/popp/. The distribution will also be mirrored on CPAN.