@FUNCTION=OPT_FRENCH
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@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,cost_of_carry])
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@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.
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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.
@time the number of calendar days to exercise divided by calendar days in the year.
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@t2 is the number of trading days to exercise divided by trading days in the year.
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@rate is the risk-free interest rate.
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@cost_of_carry is the leakage in value of the underlying asset, to the exercise date, in percent.
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For common stocks, this would be the dividend yield.
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@EXAMPLES=
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@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA