Black-Scholes put and call option pricing

```
[Call,Put]
= blsprice(Price,Strike,Rate,Time,Volatility)
```

```
[Call,Put]
= blsprice(___,Yield)
```

`[`

computes European put and call option prices using a Black-Scholes model.`Call`

,`Put`

]
= blsprice(`Price`

,`Strike`

,`Rate`

,`Time`

,`Volatility`

)

Any input argument can be a scalar, vector, or matrix. If a scalar, then that value is used to price all options. If more than one input is a vector or matrix, then the dimensions of those non-scalar inputs must be the same.

Ensure that `Rate`

, `Time`

,
`Volatility`

, and `Yield`

are
expressed in consistent units of time.

[1] Hull, John C. *Options, Futures, and Other Derivatives.* *5th
edition*, Prentice Hall, 2003.

[2] Luenberger, David G. *Investment Science.* Oxford
University Press, 1998.