black scholes dll

I have to calculate literally thousands of options valuations going back to 1999. I need a dll that will calculate the black scholes valuation model. I want to supply the following to the dll by reference and have the dll supply a method which returns the valuation.

Here are the values I will pass.

1. price of the security

2. days to maturity

3. annual interest rate

4. volatility %

5. annual interest rate

6. Dividend Yield

7. Call or Put designation

If you need an example of the Black Scholes formula, I can provide.

Programação C Programação C# Área de trabalho do Windows

ID do Projeto: #3169670

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