MarketXLS

Opt SABR Rho

Calculates Rho for SABR options

Syntax

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