Computes the Black-Scholes delta, the rate of change of the option value with
respect to the value of the underlying asset.
- Variable: Price The current price of the underlying asset.
- Variable: Strike The strike price the option is written on.
- Variable: Rate The risk-free interest rate.
- Variable: Time The time-to-expiry.
- Variable: Volatility The volatility of the underlying asset.
- Variable: Yield (Optional, default = 0) Annualized, continuously
compounded rate of dividends of the underlying asset.
See also: blsgamma, blslambda, blsprice, blsrho, blstheta, blsvega.