/* bsopm *! VERSION 1.0 07jan2012 */ VERSION 10.0 INCLUDE _std_large DEFINE _dlght 200 INCLUDE header HELP hlp1, view("help bsopm") RESET res1 DIALOG main, label("bsopm - Black-Scholes European Option Pricing Model") /// tabtitle("Main") BEGIN TEXT tx_yvar _lft _top 150 ., /// label("Stock Price:") TEXT tx_xvar 180 @ 150 ., /// label("Strike Price:") VARNAME vn_yvar _lft _ss 150 ., /// label("Stock Price") VARNAME vn_xvar 180 @ 150 ., /// label("Strike Price") TEXT tx_ir _lft _ms 200 ., /// label("Interest Rate:") VARNAME vn_ir @ _ss 200 ., /// label("Interest Rate:") /// option(ir) TEXT tx_time _lft _ms 200 ., /// label("Expiration Time:") VARNAME vn_time @ _ss 200 ., /// label("Expiration Time:") /// option(time) TEXT tx_sig _lft _ls 200 ., /// label("Standard Deviation:") VARNAME vn_sig @ _ss 200 ., /// label("Standard Deviation:") /// option(sigma) END PROGRAM command BEGIN put "bsopm " varlist main.vn_yvar main.vn_xvar beginoptions optionarg main.vn_time optionarg main.vn_ir optionarg main.vn_sig endoptions END