Opt SABR Rho
Calculates Rho for SABR options
Syntax
=mxls.opt_SABR_Rho(forwardPrice, expiryDate, optionType, strikePrice, [riskFreeRate], [alpha], [beta], [rho], [nu])Parameters
forwardPricenumberRequired
expiryDatestringRequired
optionTypestringRequired
strikePricenumberRequired
riskFreeRatenumber
alphanumber
betanumber
rhonumber
nunumber
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