Opt Black76 Rho
Calculates Rho using Black-76 model
Syntax
=mxls.opt_Black76_Rho(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])Calculates Rho using Black-76 model
=mxls.opt_Black76_Rho(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])