# blsprice

Black-Scholes put and call option pricing

## Description

`[`

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

,`Put`

]
= blsprice(`Price`

,`Strike`

,`Rate`

,`Time`

,`Volatility`

)

**Note**

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.

In addition, you can use the Financial Instruments Toolbox™ object framework with the `BlackScholes`

(Financial Instruments Toolbox) pricer object to obtain price values for a
`Vanilla`

, `Barrier`

,
`Touch`

, `DoubleTouch`

, or
`Binary`

instrument using a `BlackScholes`

model.

## Examples

## Input Arguments

## Output Arguments

## References

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

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

## Version History

**Introduced in R2006a**