# optstocksensbybls

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

## Syntax

## Description

computes option prices or sensitivities using the Black-Scholes option pricing model.`PriceSens`

= optstocksensbybls(`RateSpec`

,`StockSpec`

,`Settle`

,`Maturity`

,`OptSpec`

,`Strike`

)

**Note**

When using `StockSpec`

with `optstocksensbybls`

,
you can modify `StockSpec`

to handle other types of underliers when
pricing instruments that use the Black-Scholes model.

When pricing Futures (Black model), enter the following in
`StockSpec`

:

DivType = 'Continuous'; DivAmount = RateSpec.Rates;

When pricing Foreign Currencies (Garman-Kohlhagen model), enter the following in
`StockSpec`

:

DivType = 'Continuous'; DivAmount = ForeignRate;

where `ForeignRate`

is the continuously compounded, annualized risk
free interest rate in the foreign country.

Alternatively, you can use the `Vanilla`

object to calculate
price or sensitivities for vanilla options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.

adds an optional name-value pair argument for `PriceSens`

= optstocksensbybls(___,`Name,Value`

)`OutSpec`

.

## Examples

## Input Arguments

## Output Arguments

## More About

## Version History

**Introduced in R2008b**

## See Also

`impvbybls`

| `intenvset`

| `optstockbybls`

| `stockspec`

| `Vanilla`