type Style = Call | Put
let a1 = 0.31938153
let a2 = -0.356563782
let a3 = 1.781477937
let a4 = -1.821255978
let a5 = 1.330274429
let b = 0.2316419
let c = 1.0 / sqrt(2.0 * System.Math.PI)
let cnd x =
let inline w l =
let k = 1.0 / (1.0 + b * l)
let k2 = k * k
let k4 = k2 * k2
c * exp(-0.5 * l * l) * (a1 * k + a2 * k2 + a3 * k * k2 + (a4 * k4 + a5 * k * k4))
if x < 0.0 then w -x else 1.0 - w x
let blackscholes style s x t r v =
let sqrtt = sqrt t
let d1 = (log(s / x) + (r + v * v / 2.0) * t) / (v * sqrtt)
let d2 = d1 - v * sqrtt
let x = x * exp(-r * t)
match style with
| Call -> s * cnd d1 - x * cnd d2
| Put -> x * cnd -d2 - s * cnd -d1
Instead of requiring content to be written off-line and uploaded, many blog hosts including Google's Blogger provide an in-browser editor. Unfortunately, Google's editor is easily confused by HTML in the written document and it will corrupt blog posts. In fact, our last post took four attempts before we were able to create something readable. Of course, code is often hit by this problem.
The following WPF-based F# program produces a window that allows content to be pasted into the text box at the top and converted into raw HTML at the bottom that can then be pasted into blogs with a greatly reduced risk of corruption:
open System.Windows
[<System.STAThread>]
do
let panel = Controls.StackPanel()
let input = Controls.TextBox(AcceptsReturn=true)
let output = Controls.TextBox(AcceptsReturn=true)
input.TextChanged.Add(fun e ->
output.Text <-
[ for c in input.Text do
match int c with
| 13 -> ()
| 10 -> yield "<br />"
| 32 -> yield " "
| c -> yield sprintf "&#%d;" c ]
|> String.concat "")
panel.Children.Add input |> ignore
panel.Children.Add output |> ignore
let content = Controls.ScrollViewer(Content=panel)
Window(Content=content) |> Application().Run |> ignore
