binary-com/perl-Math-Business-Lookback

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NAME Math::Business::Lookback SYNOPSIS use Math::Business::Lookback; # price of a Lookback Fixed Call option my $price_lbfixedcall_option = Math::Business::Lookback::lbfixedcall( 1.35, # stock price 1.36, # barrier (7/365), # time 0.002, # payout currency interest rate (0.05 = 5%) 0.001, # quanto drift adjustment (0.05 = 5%) 0.11, # volatility (0.3 = 30%) 1.39, # maximum spot undef # minimum spot ); DESCRIPTION Prices lookback...