Opt Heston Vanna
Calculates Vanna (cross-derivative) using Heston model
Syntax
=mxls.opt_Heston_Vanna(stockPrice, expiryDate, optionType, strikePrice, [riskFreeRate], [dividendYield], [v0], [theta], [kappa], [sigma], [rho])Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
