F# Black-Scholes

CsBs.cs

public class Options
{
    public enum Style
    {
        Call,
        Put
    }

    public static double BlackScholes(Style callPut, double s, double x, double t, double r, double v)
    {
        double d1 = 0.0;
        double d2 = 0.0;
        double result = 0.0;

        d1 = (Math.Log(s/x) + (r + v*v/2.0)*t)/(v*Math.Sqrt(t));
        d2 = d1 - v*Math.Sqrt(t);
        switch (callPut)
        {
            case Style.Call:
                result = s*Cnd(d1) - x*Math.Exp(-r*t)*Cnd(d2);
                break;
            case Style.Put:
                result = x*Math.Exp(-r*t)*Cnd(-d2) - s*Cnd(-d1);
                break;
        }
        return result;
    }

    private static double Cnd(double x)
    {
        double l = 0.0;
        double k = 0.0;
        double w = 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);
        w = 1.0 - 1.0/Math.Sqrt(2*Math.PI)* 
            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 - w;
        }
        return w;
    }
}

FsBs.fs

module options
open System

type Style = Call | Put
  
let cnd x =
   let a1 =  0.31938153
   let a2 = -0.356563782
   let a3 =  1.781477937
   let a4 = -1.821255978
   let a5 =  1.330274429
   let l  = abs x
   let k  = 1.0 / (1.0 + 0.2316419 * l)
   let w  = (1.0-1.0 / sqrt(2.0 * Math.PI) * 
                exp(-l * l / 2.0) * (a1 * k+a2 * k * k+a3 * 
                    (pown k 3)+a4 * (pown k 4)+a5 * (pown k 5)))
   if x < 0.0 then 1.0 - w
   else w

let blackscholes style s x t r v =
    let d1=(log(s / x) + (r+v*v/2.0)*t)/(v*sqrt(t))
    let d2=d1-v*sqrt(t)
    match style with
    | Call -> s*cnd(d1)-x*exp(-r*t)*cnd(d2)
    | Put ->  x*exp(-r*t)*cnd(-d2)-s*cnd(-d1