- Function File:
*[*`CallRho`,`PutRho`] =**blsrho***(*`Price`,`Strike`,`Rate`,`Time`,`Volatility`) - Function File:
*[*`CallRho`,`PutRho`] =**blsrho***(*`Price`,`Strike`,`Rate`,`Time`,`Volatility`,`Yield`) Compute the Black-Scholes rho.

- 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.

Computes the Black-Scholes rho, the rate of change of the option value with respect to the risk-free interest rate.

**See also:**blsdelta, blsgamma, blslambda, blsprice, blstheta, blsvega.- Variable:

Package: financial