Black-Scholes-Merton Model

Implementation of the Black-Scholes-Merton model for pricing European options in Haskell.

Use

ghci
:l BlackScholes.hs

For a call option

blackScholes Option { optionType="call", stock=31.25, strike=22.75, riskFree=0.01, time=1, vol=0.5 }

For a put option

blackScholes Option { optionType="put", stock=31.25, strike=35.00, riskFree=0.01, time=1, vol=0.5 }

####To run tests: cabal install HSpec runhaskell Tests.hs