Browsing Ido translation

17.

@FUNCTION=OPT_FORWARD_START
@SYNTAX=OPT_FORWARD_START(call_put_flag,spot,alpha,time1,time,rate,volatility,cost_of_carry)
@DESCRIPTION=OPT_FORWARD_START models the theoretical price of forward start options
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@spot is the spot price of the underlying asset.
@alpha is a fraction that set the strike price the future date @time1.
@time1 is the number of days until the option starts.
@time is the number of days to maturity of the option.
@rate is the annualized risk-free rate of interest.
@volatility is the annualized volatility in price of the underlying asset.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA