OPT_RGW(spot,strike,t1,t2,rate,d,volatility)
OPT_RGW models the theoretical price of an American option according to the Roll-Geske-Whaley approximation where:
spot is the spot price of the underlying asset.
strike is the strike price at which the option is struck.
t1 is the time to the dividend payout.
t2 is the time to option expiration.
rate is the annualized rate of interest.
d is the amount of the dividend to be paid expressed in currency.
volatility is the annualized rate of volatility of the underlying asset.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.