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Black Model

Calculate implied volatility, price, and sensitivity for forwards and futures using option pricing model

The Black model is a useful tool in specific contexts where options are written on forward or futures contracts, providing a consistent and efficient method for pricing these instruments. Price and analyze equity option instruments using a Black model with the following functions:

Functions

impvbyblkDetermine implied volatility using Black option pricing model
optstockbyblkPrice options on futures and forwards using Black option pricing model
optstocksensbyblkDetermine option prices or sensitivities on futures and forwards using Black option pricing model
bkcallPrice European call option on bonds using Black model
bkputPrice European put option on bonds using Black model

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