Opt Bachelier Gamma
Calculates Gamma using Bachelier model
Syntax
=mxls.opt_Bachelier_Gamma(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])Calculates Gamma using Bachelier model
=mxls.opt_Bachelier_Gamma(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])