A library of Black-Scholes-Merton functions for HP Prime calculators 🧮
Using the HP Connectivity Kit, drag and drop the BSM.hpprgm file into the HP Prime calculator.
Press Shift+1 to open the Program menu on the HP Prime.
From there you can interactively run the BSM function that will display the results of the Black-Scholes-Merton formulas.
If you want to run the formulas independently, press the Toolbox key.
Then, on the touchscreen, go to the User tab, click on BSM, and select the function of your choice from the dropdown menu.
This library contains:
BSM_D1(price, strike, rate, time, volatility, dividend)BSM_D2(price, strike, rate, time, volatility, dividend)BSM_ND1(price, strike, rate, time, volatility, dividend)BSM_ND2(price, strike, rate, time, volatility, dividend)BSM_N_MINUS_D1(price, strike, rate, time, volatility, dividend)BSM_N_MINUS_D2(price, strike, rate, time, volatility, dividend)BSM_N_PRIME_D1(price, strike, rate, time, volatility, dividend)BSM_CALL(price, strike, rate, time, volatility, dividend)BSM_PUT(price, strike, rate, time, volatility, dividend)BSM_CALL_DELTA(price, strike, rate, time, volatility, dividend)BSM_PUT_DELTA(price, strike, rate, time, volatility, dividend)BSM_GAMMA(price, strike, rate, time, volatility, dividend)BSM_CALL_THETA(price, strike, rate, time, volatility, dividend)BSM_PUT_THETA(price, strike, rate, time, volatility, dividend)BSM_VEGA(price, strike, rate, time, volatility, dividend)BSM_CALL_RHO(price, strike, rate, time, volatility, dividend)BSM_PUT_RHO(price, strike, rate, time, volatility, dividend)
Contributions are welcome, just make sure it still passes the Unit Tests.