07-Jan-2022 16:01:59

blsprice_test():
  MATLAB/Octave version 9.8.0.1380330 (R2020a) Update 2
  Test blsprice().
  blsprice() requires MATLAB's Financial Toolbox

blsprice_test01():
  blsprice() prices the reference case.

  Input to blsprice():

  Current price of the underlying asset = 100
  Exercise price of the option = 95
  Annualized, continuously compounded risk-free rate of return
  of the option, expressed as a positive decimal = 0.1
  Time to expiration of the option, in years = 0.25
  Annualized asset price volatility = 0.5
  (Optional, default = 0.0) Annualized, continuously compounded
  yield of the underlying asset over the life of the option = 0