/*
 imvol
*! VERSION 1.0 07jan2012
*/
VERSION 10.0
INCLUDE _std_large
DEFINE _dlght 200
INCLUDE header
HELP hlp1, view("help imvol")
RESET res1
DIALOG main, label("impvol - Implied Volatility Black-Scholes CaLL-Put Option") ///
	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_opt     _lft   _ms    200   .,	///
	label("Call/Put Option:")
 VARNAME  vn_opt     @  _ss    200   .,	///
	label("Call/Put Option:")		///
	option(option)
END
PROGRAM command
BEGIN
 put "imvol "
 varlist main.vn_yvar main.vn_xvar 
 beginoptions
 optionarg main.vn_time
 optionarg main.vn_ir
 optionarg main.vn_opt
 endoptions
END