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Determine option prices or sensitivities using Black-Scholes option pricing model

`PriceSens = optstocksensbyblk(RateSpec,StockSpec,Settle,Maturity,OptSpec,Strike)`

`PriceSens = optstocksensbyblk(___,Name,Value)`

computes option prices on futures using the Black option pricing model. `PriceSens`

= optstocksensbyblk(`RateSpec`

,`StockSpec`

,`Settle`

,`Maturity`

,`OptSpec`

,`Strike`

)

`optstocksensbyblk`

calculates option prices or sensitivities on
futures and forwards. If `ForwardMaturity`

is not passed, the
function calculates prices or sensitivities of future options. If
`ForwardMaturity`

is passed, the function computes prices or
sensitivities of forward options. This function handles several types of underlying
assets, for example, stocks and commodities. For more information on the underlying
asset specification, see `stockspec`

.

adds optional name-value pair arguments for `PriceSens`

= optstocksensbyblk(___,`Name,Value`

)`ForwardMaturity`

and
`OutSpec`

to compute option prices or sensitivites on forwards using
the Black option pricing model.

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