This Syncadia quick sample, demonstrates the Black Scholes equation implemented as a web service. Both methods of this service take S (the stock price), X (the strike price), T (the time frame, a value of 0.25 for 3 months), r (risk free interest rate, say 8% represented as 0.08), v (the volatility, say 25% expressed as 0.25)

The following operations are supported. For a formal definition, please review the Service Description.

• BlackScholesCall
  Calculates the result of the Black Scholes equation for a Call option
• BlackScholesPut
  Calculates the result of the Black Scholes equation for a Put option