https://ch.mathworks.com/help/fininst/finpricer.vannavolga.html
VannaVolga - Create VannaVolga pricer object for Vanilla, Barrier, DoubleBarrier, Touch, or...
Create and price a Vanilla, Barrier, DoubleBarrier, Touch, or DoubleTouch instrument object with a BlackScholes model and a VannaVolga pricing method using...
createpricerobjectvanillabarrier