Calculate vanilla option prices using finite difference method

```
[Price,PriceGrid,AssetPrices,Times]
= optstockbyfd(RateSpec,StockSpec,OptSpec,Strike,Settle,ExerciseDates)
```

```
[Price,PriceGrid,AssetPrices,Times]
= optstockbyfd(___,Name,Value)
```

`[`

calculates
vanilla option prices using the finite difference method. `Price`

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= optstockbyfd(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

)

`[`

adds optional name-value pair arguments. `Price`

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= optstockbyfd(___,`Name,Value`

)

[1] Haug, E. G., J. Haug, and A. Lewis. *"Back to basics:
a new approach to the discrete dividend problem."* Vol.
9, Wilmott magazine, 2003, pp. 37–47.

[2] Wu, L. and Y. K. Kwok. "A front-fixing finite difference method
for the valuation of American options." *Journal of Financial
Engineering.* Vol. 6.4, 1997, pp. 83–97.

`optstockbyblk`

| `optstockbylr`

| `optstockbyls`

| `optstocksensbyfd`