BlackScholes.cs

using System;



namespace BlackScholes
{
	/// <summary>
	/// Summary description for BlackSholes.
	/// </summary>
	public class BlackSholes
	{
		public BlackSholes()
		{
			//
			// TODO: Add constructor logic here
			//
		}
		/* The Black and Scholes (1973) Stock option formula
		 * C# Implementation
		 * uses the C# Math.PI field rather than a constant as in the C++ implementaion
		 * the value of Pi is 3.14159265358979323846
	
		 	S= Stock price
			X=Strike price
			T=Years to maturity
			r= Risk-free rate
			v=Volatility
		*/
		public double BlackScholes(string CallPutFlag, double S, double X, 
			double T, double r, double v)
		{
			double d1 = 0.0;
			double d2 = 0.0;
			double dBlackScholes = 0.0;
			
			d1 = (Math.Log(S / X) + (r + v * v / 2.0) * T) / (v * Math.Sqrt(T));
			d2 = d1 - v * Math.Sqrt(T);
			if (CallPutFlag == "c")
			{				
				dBlackScholes = S * CND(d1) - X * Math.Exp(-r * T) * CND(d2);
			}
			else if (CallPutFlag == "p") 
			{
				dBlackScholes = X * Math.Exp(-r * T) * CND(-d2) - S * CND(-d1);				
			}
			return dBlackScholes;
		}
		public double CND(double X)
		{
			double L = 0.0;
			double K = 0.0;
			double dCND = 0.0;
			const double a1 = 0.31938153; 
			const double a2 = -0.356563782; 
			const double a3 = 1.781477937;
			const double a4 = -1.821255978;
			const double a5 = 1.330274429;
			L = Math.Abs(X);
			K = 1.0 / (1.0 + 0.2316419 * L);
			dCND = 1.0 - 1.0 / Math.Sqrt(2 * Convert.ToDouble(Math.PI.ToString())) * 
				Math.Exp(-L * L / 2.0) * (a1 * K + a2 * K  * K + a3 * Math.Pow(K, 3.0) + 
				a4 * Math.Pow(K, 4.0) + a5 * Math.Pow(K, 5.0));
			
			if (X < 0) 
			{
				return 1.0 - dCND;
			}
			else
			{
				return dCND;
			}
		}
	}
}

thanks for posting this! saved me some time translating from a Python version

Thanks a lot, mate! ❤️