Determine option prices and sensitivities on futures and forwards using Black pricing model
PriceSens = optstocksensbyblk(RateSpec,
StockSpec, Settle,
Maturity, OptSpec, Strike, 'Name1',
Value1...)
 The annualized continuously compounded rate term structure.
For information on the interest rate specification, see  
 Stock specification. See  

 

 

 

 
 
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PriceSens = optstocksensbyblk(RateSpec,
StockSpec, Settle,
computes option prices and sensitivities on
futures and forwards using the Black pricing model.
Maturity, OptSpec, Strike, 'Name1',
Value1...)
PriceSens
is a NINST
by1
vector
of expected future prices or sensitivities values.
Note:
