assetbybls
Determine price of asset-or-nothing digital options using Black-Scholes model
Description
computes asset-or-nothing European digital options using the Black-Scholes option
pricing model.Price
= assetbybls(RateSpec
,StockSpec
,Settle
,Maturity
,OptSpec
,Strike
)
Note
Alternatively, you can use the Binary
object
to price digital options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.