Determine option prices or 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  

 

 

 

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