@FUNCTION=OPT_MILTERSEN_SCHWARTZ
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@SYNTAX=OPT_MILTERSEN_SCHWARTZ(call_put_flag,p_t,f_t,x,t1,t2,v_s,v_e,v_f,rho_se,rho_sf,rho_ef,kappa_e,kappa_f)
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@DESCRIPTION=OPT_MILTERSEN_SCHWARTZ models the theoretical price of options on commodities futures according to Miltersen & Schwartz.
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@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
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@p_t is a zero coupon bond with expiry at option maturity.
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@f_t is the futures price.
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@x is the strike price.
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@t1 is the time to maturity of the option.
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@t2 is the time to maturity of the underlying commodity futures contract.
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@v_s is the volatility of the spot commodity price.
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@v_e is the volatility of the future convenience yield.
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@v_f is the volatility of the forward rate of interest.
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@rho_se is correlation between the spot commodity price and the convenience yield.
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@rho_sf is correlation between the spot commodity price and the forward interest rate.
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@rho_ef is correlation between the forward interest rate and the convenience yield.
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@kappa_e is the speed of mean reversion of the convenience yield.
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@kappa_f is the speed of mean reversion of the forward interest rate.
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@EXAMPLES=
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@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA