MarketXLS

Opt SABR Delta

Calculates Delta using SABR model

Syntax

=mxls.opt_SABR_Delta(forwardPrice, expiryDate, optionType, strikePrice, riskFreeRate, alpha, [beta], [rho], [nu])
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MarketXLS Excel Add-in Tutorial - How to Use Opt SABR Delta and Other Financial Formulas
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