opt_bs bug?

[Scott Ballantyne <sdb ssr com>]

Looks like the opt_bs function is actually the opt_b function. It
calculates the Black model for European options on futures contracts,
instead of the original Black-Scholes for European options on
non-dividend paying stocks.

Black formula for calls:

C = Ue^(-rt)N(h) - Ee^(-rt)N(h-vt^0.5)

Black-Scholes:

C = UN(h) - Ee^(-rt)N(h-vt^0.5)

and so on through the opt_bs_delta, etc.

It would be nice to have this too, when someone has the time.

Until then, may I suggest the documentation be changed to reflect
this?

Thanks again for all the wonderful work on Gnumeric. I couldn't live
without it.

Scott