Question regarding garman-kohlhagen fx model

[thekidheat]

Im asking this question for my brother, because he doesnt have access to a computer...

For the variable t (time to maturity) , if the experation is 30 days, what would the variable T be? 30?

For the variable N (cumulative normal distrabution function) , I need a lower an upper boundary. Can I use negitive 99 for my lower, and d 1 for my upper with a 0 mean and a 1 std?

For the interest rate for a 30 day option, do I use .01 and .0025 for the eurusd?

For the volatility can i take a standard deviation of the previous 20 days spot rate, divide it by the square root of 20, multiply it by 16, then divide that into the current spot rate and use that percentiage?

He said he's been trying to figure this out for a month now, please help!! Thank you everyone!!

 

[A Dashing Blade]

garman-kohlhagen fx model is basically bog standard black & scholes where the interest rate differential between the two currencies replaces the cost of carry variable.

with that information you should be able to figure out the answers to your questions