Unable to find any well documented Java source code for the Black-Scholes option model I decided to
write my own (Source code in GitHub). I am
proud to say this code of mine is cited by Wikipedia in its Black-Scholes entry (see
Computer Imlplementations
and click on the Black-Scholes in Java link). This project contains the following Java
classes which generate a mark-to-model (MtM):
BlackScholesFormula: this class attempts to clearly layout the Black-Scholes model as expressed in the formula.