# optstocksensbyrgw

Determine American call option prices or sensitivities using Roll-Geske-Whaley option pricing model

## Syntax

## Description

computes American call option prices or sensitivities using the Roll-Geske-Whaley option
pricing model. `PriceSens`

= optstocksensbyrgw(`RateSpec`

,`StockSpec`

,`Settle`

,`Maturity`

,`OptSpec`

,`Strike`

)

`optstocksensbyrgw`

computes prices of American calls with a single
cash dividend using the Roll-Geske-Whaley option pricing model. All sensitivities are
evaluated by computing a discrete approximation of the partial derivative. This means that
the option is revalued with a fractional change for each relevant parameter, and the change
in the option value divided by the increment, is the approximated sensitivity value.

**Note**

Alternatively, you can use the `Vanilla`

object to calculate
price or sensitivities for vanilla options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.

adds an optional name-value pair argument for `PriceSens`

= optstocksensbyrgw(___,`Name,Value`

)`OutSpec`

.

## Examples

## Input Arguments

## Output Arguments

## More About

## Version History

**Introduced in R2008b**

## See Also

`impvbyrgw`

| `intenvset`

| `optstockbyrgw`

| `stockspec`

| `Vanilla`

### Topics

- Equity Derivatives Using Closed-Form Solutions
- Pricing Using the Roll-Geske-Whaley Model
- Price European Vanilla Call Options Using Black-Scholes Model and Different Equity Pricers
- Vanilla Option
- Supported Equity Derivative Functions
- Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects