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