cashbybls
Determine price of cash-or-nothing digital options using Black-Scholes model
Description
computes the price for cash-or-nothing European digital options using the
Black-Scholes option pricing model.Price
= cashbybls(RateSpec
,StockSpec
,Settle
,Maturity
,OptSpec
,Strike
,Payoff
)
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.