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








Price = optstockbybls(RateSpec,
StockSpec, Settle, Maturity,
OptSpec, Strike)
Price
is a NINST
by1
vector
of expected option prices.
Note:
When using When pricing Futures (Black model), enter the following in DivType = 'Continuous';
DivAmount = RateSpec.Rates; When pricing Foreign Currencies (GarmanKohlhagen model), enter
the following in DivType = 'Continuous';
DivAmount = ForeignRate; where 