OPT_FRENCH(call_put_flag,spot,strike,time,ttime,rate,volatility,cost_of_carry)
call_put_flag: 'c' for a call and 'p' for a put
spot: spot price
strike: strike price
time: ratio of the number of calendar days to exercise and the number of calendar days in the year
ttime: ratio of the number of trading days to exercise and the number of trading days in the year
rate: risk-free interest rate to the exercise date in percent
volatility: annualized volatility of the asset in percent for the period through to the exercise date
cost_of_carry: net cost of holding the underlying asset (for common stocks, the risk free rate less the dividend yield), defaults to 0
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.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.