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Calculate prices and sensitivities for European double barrier options using Black-Scholes option pricing model

`PriceSens = dblbarriersensbybls(RateSpec,StockSpec,OptSpec,Strike,Settle,ExerciseDates,BarrierSpec,Barrier)`

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

calculates European double barrier option prices and sensitivities using the
Black-Scholes option pricing model and the Ikeda and Kunitomo approximation.`PriceSens`

= dblbarriersensbybls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

,`BarrierSpec`

,`Barrier`

)

specifies options using one or more name-value pair arguments in addition to the
input arguments in the previous syntax.`PriceSens`

= dblbarriersensbybls(___,`Name,Value`

)

[1] Hull, J. *Options,
Futures, and Other Derivatives.* Fourth Edition. Upper Saddle River, NJ:
Prentice Hall, 2000.

[2] Kunitomo, N., and M. Ikeda.
“Pricing Options with Curved Boundaries.” *Mathematical
Finance.* Vol. 2, Number 4, 1992.

[3] Rubinstein, M., and E. Reiner.
“Breaking Down the Barriers.” *Risk.* Vol. 4, Number
8, 1991, pp. 28–35.