Price options on futures and forwards using Black option pricing model
Price = optstockbyblk(RateSpec,
StockSpec, Settle, Maturity,
OptSpec, Strike)
Price = optstockbyblk(RateSpec, StockSpec,
Settle, Maturity,
OptSpec, Strike, ForwardMaturity)
 The annualized continuously compounded rate term structure.
For information on the interest rate specification, see  
 Stock specification. See  

 

 

 

 
 
 (Optional) 
Price = optstockbyblk(RateSpec,
StockSpec, Settle, Maturity,
computes
option prices on futures using the Black option pricing model.
OptSpec, Strike)
Price = optstockbyblk(RateSpec, StockSpec,
Settle, Maturity,
computes
option prices on forwards using the Black option pricing model.
OptSpec, Strike, ForwardMaturity)
Price
is a NINST
by1
vector
of expected option prices.
Note:
