Opt SABR Gamma
Calculates Gamma using SABR model
Syntax
=mxls.opt_SABR_Gamma(forwardPrice, expiryDate, optionType, strikePrice, riskFreeRate, alpha, [beta], [rho], [nu])Parameters
forwardPricenumberRequired
expiryDatestringRequired
optionTypestringRequired
strikePricenumberRequired
riskFreeRatenumberRequired
alphanumberRequired
betanumber
rhonumber
nunumber
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