Black Scholes Functions and Negative Rates

Hi,

Are they any plans to modify Matlab's Black Scholes functions in Matlab to cater for negative risk free rates?

Thanks.

Answer 1

[the cyclist]

I wouldn't know, but it seems like the answer to this question might give you a useful work-around.

[Seosamh Mac Réamoinn]

Thanks - that's a good option, although having permissions issues at present which I hope to resolve. It would be nice if the provided m files handled it in the first place! Thanks again for your suggestion.

[the cyclist]

If you can't change the file in its native directory (due to permissions), you may be able to copy the file to a local directory, and edit (and might be a good idea to rename) it.