Calculate price and sensitivities for European, Bermudan, or American vanilla options using Monte Carlo simulations

returns vanilla option prices or sensitivities using the Longstaff-Schwartz model.
`PriceSens`

= optstocksensbyls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

)`optstocksensbyls`

computes prices or sensitivities of European,
Bermudan, and American vanilla options.

For American and Bermudan options, the Longstaff-Schwartz least squares method is used to calculate the early exercise premium.

adds
optional name-value pair arguments.`PriceSens`

= optstocksensbyls(___,`Name,Value`

)