Calculate European spread option prices or sensitivities using Bjerksund-Stensland pricing model

`PriceSens = spreadbybjs(RateSpec,StockSpec1,StockSpec2,Settle,Maturity,OptSpec,Strike,Corr)`

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

returns the European spread option prices or
sensitivities using the Bjerksund-Stensland
pricing model.`PriceSens`

= spreadbybjs(`RateSpec`

,`StockSpec1`

,`StockSpec2`

,`Settle`

,`Maturity`

,`OptSpec`

,`Strike`

,`Corr`

)

adds optional name-value pair arguments.`PriceSens`

= spreadsensbybjs(___,`Name,Value`

)

[1] Carmona, R., Durrleman, V. “Pricing and Hedging Spread
Options,” *SIAM Review.* Vol. 45, No.
4, pp. 627–685, Society for Industrial and Applied Mathematics,
2003.

[2] Bjerksund, Petter, Stensland, Gunnar. *“Closed
form spread option valuation.”*
Department of Finance, NHH, 2006.