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The automated translation of this page is provided by a general purpose third party translator tool. MathWorks does not warrant, and disclaims all liability for, the accuracy, suitability, or fitness for purpose of the translation. The annualized, continuously compounded rate term structure. For information on the interest rate specification, see intenvset. NINST -by- 1 cell array of character vectors with values of 'call' or 'put'.

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NINST -by- 1 vector of payoff values or the amount to be paid at expiration. Using this data, calculate the price of the call and put cash-or-nothing options on the futures contract.

First, create the RateSpec:. Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands. Choose your country to get translated content where available and see local events and offers.

Determine price of cash-or-nothing digital options using Black-Scholes model - MATLAB cashbybls - MathWorks France

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This is machine translation Translated by. Select Language Bulgarian Catalan Chinese Simplified Chinese Traditional Czech Danish Dutch English Estonian Finnish French German Greek Haitian Creole Hindi Hmong Daw Hungarian Indonesian Italian Japanese Korean Latvian Lithuanian Malay Maltese Norwegian Polish Portuguese Romanian Russian Slovak Slovenian Spanish Swedish Thai Turkish Ukrainian Vietnamese Welsh. Arguments RateSpec The annualized, continuously compounded rate term structure. Settle NINST -by- 1 vector of settlement or trade dates.

Maturity NINST -by- 1 vector of maturity dates.

OptSpec NINST -by- 1 cell array of character vectors with values of 'call' or 'put'. Strike NINST -by- 1 vector of strike price values. Payoff NINST -by- 1 vector of payoff values or the amount to be paid at expiration.

Price is a NINST -by- 1 vector of expected option prices. Examples collapse all Compute Cash-or-Nothing Option Prices Using the Black-Scholes Option Pricing Model. Maturity, OptSpec, Strike, Payoff. See Also assetbybls cashsensbybls gapbybls supersharebybls Topics Equity Derivatives Using Closed-Form Solutions Pricing Using the Black-Scholes Model Supported Equity Derivatives.

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