BSCall
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Function Description
Returns the price 
of a European call option assuming
that the (generalised) Black-Scholes (i.e. Garman-Kohlhagen) pricing formula
applies.
If the current price of the underlying is 
, the strike (i.e.
exercise) price of the option is 
, the continuously compounded rate of
interest is 
, the continuously compounded annualised
dividend yield (assumed continuous not discrete) is 
, time now (in
years) is 
, time at expiry is 
and the (annualised)
implied volatility is 
then the price of such an option is
given by:
where 
is
the cumulative unit normal distribution function (see MnCumulativeNormal),
i.e.
and
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