Nothing
EuCallBS <-
function (Spot,sigma,Strike,r,dr,mT){
forward<-Spot*exp((r-dr)*mT)
dplus<-(log(forward/Strike)+0.5*sigma*sigma*mT)/(sigma*sqrt(mT))
dminus<-(log(forward/Strike)-0.5*sigma*sigma*mT)/(sigma*sqrt(mT))
mdplus<-dplus*(-1)
mdminus<-dminus*(-1)
Ndpl<-pnorm(dplus)
Ndmin<-pnorm(dminus)
Nmdpl<-pnorm(mdplus)
Nmdmin<-pnorm(mdminus)
V0_BS<-exp(-1*r*mT)*(forward*Ndpl-Strike*Ndmin)
V0P_BS<-exp(-1*r*mT)*(Strike*Nmdmin-forward*Nmdpl)
return(V0_BS)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.