Price floors using Black option pricing model
[
price
floors using the Black option pricing model. FloorPrice
,Floorlets
]
= floorbyblk(RateSpec
,Strike
,Settle
,Maturity
,Volatility
)floorbyblk
computes
prices of vanilla floors and amortizing floors.
[
adds optional name-value pair arguments.FloorPrice
,Floorlets
]
= floorbyblk(___,Name,Value
)