Function File: [Call, Put] = blkprice (Price, Strike, Rate, Time, Volatility)

Compute European call and put option price using the Black-76 model.

• Variable: Price The current price of the underlying asset (a futures contract).
• Variable: Strike Exercise price of the futures option.
• Variable: Rate The risk-free interest rate.
• Variable: Time The time-to-expiry.
• Variable: Volatility The volatility of the underlying asset.

See also: binprice, blsprice.

Package: financial