Attribute VB_Name = "Module2"
Public Function bondcall(rt, k, a, b, sg, lambda, s, t)
b2 = sg ^ 2 * (1 - Exp(-a * (s - t))) ^ 2 * (1 - Exp(-2 * a * t)) / (2 * a ^ 3)
bt = vasicekbp(rt, a, b, sg, lambda, t)
bs = vasicekbp(rt, a, b, sg, lambda, s)
d1 = (Log(bs / (k * bt)) + b2 / 2) / Sqr(b2)
d2 = d1 - Sqr(b2)
nd1 = Application.WorksheetFunction.NormSDist(d1)
nd2 = Application.WorksheetFunction.NormSDist(d2)
bondcall = bs * nd1 - k * bt * nd2
End Function