optstocksensbyblk
Determine option prices or sensitivities on futures and forwards using Black option pricing model
Syntax
Description
computes option prices on futures and forwards using the Black option pricing model. PriceSens
= optstocksensbyblk(RateSpec
,StockSpec
,Settle
,Maturity
,OptSpec
,Strike
)
Note
optstocksensbyblk
calculates option prices or sensitivities on
futures and forwards. If ForwardMaturity
is not passed, the
function calculates prices or sensitivities of future options. If
ForwardMaturity
is passed, the function computes prices or
sensitivities of forward options. This function handles several types of underlying
assets, for example, stocks and commodities. For more information on the underlying
asset specification, see stockspec
.
adds optional name-value pair arguments for PriceSens
= optstocksensbyblk(___,Name,Value
)ForwardMaturity
and
OutSpec
to compute option prices or sensitivities on forwards using
the Black option pricing model.