Finance Black Scholes ATM Option Value

No algorithm description given

Calculates the Black-Scholes option value of an atm call option.@param volatility The Black-Scholes volatility.@param optionMaturity The option maturity T.@param forward The forward, i.e., the expectation of the index under the measure associated with payoff unit. @param payoffUnit The payoff unit, i.e., the discount factor or the anuity associated with the payoff. @return Returns the value of a European at-the-money call option under the Black-Scholes model

Tags
(no tags)

Cost Breakdown

0 cr
royalty per call
1 cr
usage per second
avg duration

Cost Calculator

API call duration (sec)
×
API calls
=
Estimated cost
per calls
for large volume discounts
For additional details on how pricing works, see Algorithmia pricing.

Internet access

This algorithm has Internet access. This is necessary for algorithms that rely on external services, however it also implies that this algorithm is able to send your input data outside of the Algorithmia platform.


To understand more about how algorithm permissions work, see the permissions documentation.

1. Type your input

2. See the result

Running algorithm...

3. Use this algorithm

curl -X POST -d '{{input | formatInput:"curl"}}' -H 'Content-Type: application/json' -H 'Authorization: Simple YOUR_API_KEY' https://api.algorithmia.com/v1/algo/diego/Finance_BlackScholesATMOptionValue/0.1.0
View cURL Docs
algo auth
# Enter API Key: YOUR_API_KEY
algo run algo://diego/Finance_BlackScholesATMOptionValue/0.1.0 -d '{{input | formatInput:"cli"}}'
View CLI Docs
import com.algorithmia.*;
import com.algorithmia.algo.*;

String input = "{{input | formatInput:"java"}}";
AlgorithmiaClient client = Algorithmia.client("YOUR_API_KEY");
Algorithm algo = client.algo("algo://diego/Finance_BlackScholesATMOptionValue/0.1.0");
AlgoResponse result = algo.pipeJson(input);
System.out.println(result.asJsonString());
View Java Docs
import com.algorithmia._
import com.algorithmia.algo._

val input = {{input | formatInput:"scala"}}
val client = Algorithmia.client("YOUR_API_KEY")
val algo = client.algo("algo://diego/Finance_BlackScholesATMOptionValue/0.1.0")
val result = algo.pipeJson(input)
System.out.println(result.asJsonString)
View Scala Docs
var input = {{input | formatInput:"javascript"}};
Algorithmia.client("YOUR_API_KEY")
           .algo("algo://diego/Finance_BlackScholesATMOptionValue/0.1.0")
           .pipe(input)
           .then(function(output) {
             console.log(output);
           });
View Javascript Docs
var input = {{input | formatInput:"javascript"}};
Algorithmia.client("YOUR_API_KEY")
           .algo("algo://diego/Finance_BlackScholesATMOptionValue/0.1.0")
           .pipe(input)
           .then(function(response) {
             console.log(response.get());
           });
View NodeJS Docs
import Algorithmia

input = {{input | formatInput:"python"}}
client = Algorithmia.client('YOUR_API_KEY')
algo = client.algo('diego/Finance_BlackScholesATMOptionValue/0.1.0')
print algo.pipe(input)
View Python Docs
library(algorithmia)

input <- {{input | formatInput:"r"}}
client <- getAlgorithmiaClient("YOUR_API_KEY")
algo <- client$algo("diego/Finance_BlackScholesATMOptionValue/0.1.0")
result <- algo$pipe(input)$result
print(result)
View R Docs
require 'algorithmia'

input = {{input | formatInput:"ruby"}}
client = Algorithmia.client('YOUR_API_KEY')
algo = client.algo('diego/Finance_BlackScholesATMOptionValue/0.1.0')
puts algo.pipe(input).result
View Ruby Docs
use algorithmia::*;

let input = {{input | formatInput:"rust"}};
let client = Algorithmia::client("YOUR_API_KEY");
let algo = client.algo('diego/Finance_BlackScholesATMOptionValue/0.1.0');
let response = algo.pipe(input);
View Rust Docs
Discussion
  • {{comment.username}}