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