OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
OPT_BS_RHO uses the Black-Scholes model to calculate the 'rho' of a European option with call_put_flag, call_put_flag struck at strike on an asset with spot price spot.
call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
time is the time to maturity of the option expressed in years.
rate is the risk-free interest rate to the exercise date, in percent.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA.