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HP PRIME Black-Scholes-Merton

A library of Black-Scholes-Merton functions for HP Prime calculators 🧮

results part 1 results part 2 results part 3

Installation

Using the HP Connectivity Kit, drag and drop the BSM.hpprgm file into the HP Prime calculator.

HP Connectivity Kit usage

Interactive Usage

Press Shift+1 to open the Program menu on the HP Prime.

Program menu key presses

From there you can interactively run the BSM function that will display the results of the Black-Scholes-Merton formulas.

Running from program catalog

Setting parameters

Library Usage

If you want to run the formulas independently, press the Toolbox key.

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.

BSM function selection

Running as library

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)

Development

Contributions are welcome, just make sure it still passes the Unit Tests.