Price options on futures and forwards using Black option pricing model
computes option prices on futures or forward using the Black option pricing model. Price
= optstockbyblk(RateSpec
,StockSpec
,Settle
,Maturity
,OptSpec
,Strike
)
Note
optstockbyblk
calculates option prices on futures and forwards.
If ForwardMaturity
is not passed, the function calculates prices of
future options. If ForwardMaturity
is passed, the function computes
prices 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 an optional name-value pair argument for Price
= optstockbyblk(___,Name,Value
)ForwardMaturity
to
compute option prices on forwards using the Black option pricing model.