Well now if you block all 'unknown' callers, that usually blocks any caller not in your contact list. So that option isn't for anyone who gets calls they want from people not in their contact list.
Now you can block specific callers on the phone. It has that option. However, I don't believe it has a 'block all unknown" option. There are many apps out there that do, however, have that option. A quick search on Google Play will bring up many that do.