blackcalculator rho seem incorrect for option on future

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blackcalculator rho seem incorrect for option on future

jazzup
Hi,

The rho for blackcalculator seems take the derivative on the spot instead of future instrument.  

I would expect the value to be negative for rho for call option on future, but the blackcalculator shows positive instead. (https://www.glynholton.com/notes/black_1976/)

Any suggestion?

Thanks,

Jianwen





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