Computes the Black-Scholes vega.
- 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 vega, the rate of change of the option value with
respect to the volatility of the underlying asset.
See also: blsdelta, blsgamma, blslambda, blsprice, blsrho, blstheta.