%% Find the Black-Scholes Sensitivity (Rho) to Interest-Rate Change
% This example shows how to find the Black-Scholes sensitivity, rho, to interest-rate change.

[CallRho, PutRho] = blsrho(50, 50, 0.12, 0.25, 0.3, 0)

% Copyright 2015 The MathWorks, Inc.