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Price European call option on bonds using Black model
CallPrice = bkcall(Strike, ZeroData, Sigma, BondData, Settle,
Expiry, Period, Basis, EndMonthRule, InterpMethod,
StrikeConvention)
Strike  Scalar or number of options (NOPT)by1 vector of strike prices. 
ZeroData  Twocolumn (optionally threecolumn) matrix containing zero (spot) rate information used to discount future cash flows.

Sigma  Scalar or NOPTby1 vector of annualized price volatilities required by Black's model. 
BondData  Row vector with three (optionally four) columns or NOPTby3 (optionally NOPTby4) matrix specifying characteristics of underlying bonds in the form: [CleanPrice CouponRate Maturity Face] CleanPrice is the price excluding accrued interest. CouponRate is the decimal coupon rate. Maturity is the bond maturity date in serial date number format. Face is the face value of the bond. If unspecified, the face value is assumed to be 100. 
Settle  Settlement date of the options. May be a serial date number or date string. Settle also represents the starting reference date for the input zero curve. 
Expiry  Scalar or NOPTby1 vector of option maturity dates. May be a serial date number or date string. 
Period  (Optional) Number of coupons per year for the underlying bond. Default = 2 (semiannual). Supported values are 0, 1, 2, 3, 4, 6, and 12. 
Basis  (Optional) Daycount basis of the bond. A vector of integers.
For more information, see basis. 
EndMonthRule  (Optional) Endofmonth rule. This rule applies only when Maturity is an endofmonth date for a month having 30 or fewer days. 0 = ignore rule, meaning that a bond's coupon payment date is always the same numerical day of the month. 1 = set rule on (default), meaning that a bond's coupon payment date is always the last actual day of the month. 
InterpMethod  (Optional) Scalar integer zero curve interpolation method. For cash flows that do not fall on a date found in the ZeroData spot curve, indicates the method used to interpolate the appropriate zero discount rate. Available methods are (0) nearest, (1) linear, and (2) cubic. Default = 1. See interp1 for more information. 
StrikeConvention  (Optional) Scalar or NOPTby1 vector of option contract strike price conventions. StrikeConvention = 0 (default) defines the strike price as the cash (dirty) price paid for the underlying bond. StrikeConvention = 1 defines the strike price as the quoted (clean) price paid for the underlying bond. When evaluating Black's model, the accrued interest of the bond at option expiration is added to the input strike price. 
CallPrice = bkcall(Strike, ZeroData, Sigma, BondData, Settle, Expiry, Period, Basis, EndMonthRule, InterpMethod, StrikeConvention) using Black's model, derives an NOPTby1 vector of prices of European call options on bonds.
If cash flows occur beyond the dates spanned by ZeroData, the input zero curve, the appropriate zero rate for discounting such cash flows is obtained by extrapolating the nearest rate on the curve (that is, if a cash flow occurs before the first or after the last date on the input zero curve, a flat curve is assumed).
In addition, you can use the Financial Instruments Toolbox™ method getZeroRates for an IRDataCurve object with a Dates property to create a vector of dates and data acceptable for bkcall. For more information, see Converting an IRDataCurve or IRFunctionCurve Object.
[1] Hull, John C., Options, Futures, and Other Derivatives, Prentice Hall, 5th edition, 2003, pp. 287288, 508515.