OPT_AMER_EXCHANGE(spot1,spot2,qty1,qty2,time,rate,cost_of_carry1,cost_of_carry2,volatility1,volatility2,rho)
spot1: spot price of asset 1
spot2: spot price of asset 2
qty1: quantity of asset 1
qty2: quantity of asset 2
time: time to maturity in years
rate: annualized risk-free interest rate
cost_of_carry1: net cost of holding asset 1 (for common stocks, the risk free rate less the dividend yield)
cost_of_carry2: net cost of holding asset 2 (for common stocks, the risk free rate less the dividend yield)
volatility1: annualized volatility in price of asset 1
volatility2: annualized volatility in price of asset 2
rho: correlation between the prices of the two assets
OPT_AMER_EXCHANGE models the theoretical price of an American option to exchange one asset with quantity qty2 and spot price spot2 for another with quantity qty1 and spot price spot1.
OPT_EURO_EXCHANGE, OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.