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Black Model

Calculate implied volatility, price, and sensitivity for forwards and futures using option pricing model

Functions

impvbyblkDetermine implied volatility using Black option pricing model
optstockbyblkPrice options on futures and forwards using Black option pricing model
optstocksensbyblkDetermine option prices or sensitivities on futures and forwards using Black option pricing model
bkcallPrice European call option on bonds using Black model
bkputPrice European put option on bonds using Black model

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