model

-

affine one-factor model of interest rates

strikes

-

non-negative constant or a list of non-negative constants; strike price(s)

maturity

-

non-negative constant or a list of non-negative constants; time to maturity

bondmaturity

-

non-negative constant or a list of non-negative constants; time to maturity

opts

-

equations of the form option = value where option is optiontype; specify options for the BondOptionPrice command