@FUNCTION=OPT_TIME_SWITCH
@SYNTAX=OPT_TIME_SWITCH(call_put_flag,spot,strike,a,time,m,dt,rate,cost_of_carry,volatility)
@DESCRIPTION=OPT_TIME_SWITCH models the theoretical price of time switch options. (Pechtl 1995)
The holder receives @a * @dt for each period dt that the asset price was greater than the strike price (for a call) or below it (for a put).
@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.
@strike is the strike price at which the option is struck.
@a is the amount received for each time period as discussed above.
@time is the maturity of the option in years.
@m is the number of time units the option has already met the condition.
@dt is the agreed upon discrete time period (often a day) expressed as a fraction of a year.
@rate is the annualized risk-free rate of interest.
@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
