blsprice — Compute Black-Scholes European call and put option prices.

blsprice(Price,Strike,Rate,Time,Volatility) computes European call and put option prices using the Black-Scholes model. An optional Yield argument defaults to zero.

Syntax

blsprice(Price,Strike,Rate,Time,Volatility)

How blsprice works

• Returns the call price as the single-output value and [Call, Put] under two-output semantics.
• Each input may be scalar or an array. Inputs use MATLAB implicit expansion, so compatible nonscalar dimensions expand elementwise.
• The optional Yield argument represents a continuously compounded dividend or foreign risk-free yield; an empty Yield uses the default zero yield.
• Invalid financial domains and NaN inputs produce elementwise NaN outputs rather than aborting the full call.

Examples

European stock option

[Call, Put] = blsprice(100, 95, 0.10, 0.25, 0.50)

Expected output:

Call = 13.6953, Put = 6.3497

Stock index option with yield

[Call, Put] = blsprice(910, 980, 0.02, 0.25, 0.25, 0.025)

Expected output:

Call = 19.6863, Put = 90.4683

Using blsprice with coding agents

Open a RunMat example with live inputs, then ask the agent to explain how blsprice changes the result.

Related Finance functions

Open-source implementation

Unlike proprietary runtimes, every RunMat function is open-source. Read exactly how blsprice is executed, line by line, in Rust.

• View the source for blsprice in Rust on GitHub
• Learn how the RunMat runtime works
• Found a bug? Open an issue with a minimal reproduction.

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