# optstockbybls

Price options using Black-Scholes option pricing model

## Description

returns option prices using the Black-Scholes option pricing model. `Price`

= optstockbybls(`RateSpec`

,`StockSpec`

,`Settle`

,`Maturity`

,`OptSpec`

,`Strike`

)

**Note**

When using `StockSpec`

with `optstockbybls`

, you
can modify `StockSpec`

to handle other types of underliers when
pricing instruments that use the Black-Scholes model.

When pricing Futures (Black model), enter the following in
`StockSpec`

:

```
DivType = 'Continuous';
DivAmount = RateSpec.Rates;
```

When pricing Foreign Currencies (Garman-Kohlhagen model), enter the following in
`StockSpec`

:

```
DivType = 'Continuous';
DivAmount = ForeignRate;
```

where `ForeignRate`

is the continuously compounded, annualized risk
free interest rate in the foreign country. For example, see Compute Option Prices on Foreign Currencies Using the Garman-Kohlhagen Option Pricing Model.

Alternatively, you can use the `Vanilla`

object to price vanilla
options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.

## Examples

## Input Arguments

## Output Arguments

## More About

## Version History

**Introduced in R2008b**

## See Also

`impvbybls`

| `intenvset`

| `optstocksensbybls`

| `stockspec`

| `Vanilla`

### Topics

- Equity Derivatives Using Closed-Form Solutions
- Pricing European Call Options Using Different Equity Models
- Pricing Using the Black-Scholes Model
- Price European Vanilla Call Options Using Black-Scholes Model and Different Equity Pricers
- Vanilla Option
- Supported Equity Derivative Functions
- Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects