**black_scholes_test**,
a C++ program which
calls black_scholes() to
demonstrate several simple approaches to the valuation of a European call
using the Black-Scholes equation.

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

black_scholes, a C++ library which implements some simple approaches to the Black-Scholes option valuation theory, by Desmond Higham.

- black_scholes_test.cpp, a sample calling program.
- black_scholes_test.sh, runs all the tests.
- black_scholes_test.txt, the output file.

- asset_path.txt, the output data file from the asset path test.