@FUNCTION=OPT_FRENCH
@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_FRENCH values the theoretical price of a European option adjusted for trading day volatility, struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@time the number of calendar days to exercise divided by calendar days in the year.
@t2 is the number of trading days to exercise divided by trading days in the year.
@rate is the risk-free interest rate.
@cost_of_carry is the leakage in value of the underlying asset, to the exercise date, in percent.
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