Black Scholes

Does anyone use the Black Scholes option pricing model in CALC, is the function available in CALC, Does anyone use the GOAL SEEk tool in conjunction with it? thanks

The basic Black and Scholes calculation can be found under function binasset, in particular between lines 247 and 249. However, a lot more happens around these basic elements defined in these 3 lines of code. If you look closely, these 3 lines of code are copied/pasted in other places, and these basic elements are combined in many different ways, depending on the circumstances involved.

You can find somewhere else other processes similar to the original Black and Scholes formula, which take slightly different assumptions, or perform other algorithms, sometimes far more complicated than these analytical formulas.

https://docs.libreoffice.org/scaddins/html/black__scholes_8cxx_source.html#l00192