OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domestic_rate,foreign_rate,volatility[,cost_of_carry])
OPT_GARMAN_KOHLHAGEN values the theoretical price of a European currency option 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 days to exercise.
domestic_rate is the domestic risk-free interest rate to the exercise date.
foreign_rate is the foreign risk-free interest rate to the exercise date, in percent.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.