@FUNCTION=OPT_GARMAN_KOHLHAGEN
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@SYNTAX=OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domestic_rate,foreign_rate,volatility[,cost_of_carry])
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@DESCRIPTION=OPT_GARMAN_KOHLHAGEN values the theoretical price of a European currency option struck at @strike on an asset with spot price @spot.
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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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@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
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@time the number of days to exercise.
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@domestic_rate is the domestic risk-free interest rate to the exercise date.
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@foreign_rate is the foreign risk-free interest rate to the exercise date, in percent.
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@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
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* The returned value will be expressed as the rate of change of option value, per 100% volatility.
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@EXAMPLES=
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@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA