Opt SABR Volga
Calculates Volga using SABR model
Syntax
=mxls.opt_SABR_Volga(forwardPrice, expiryDate, optionType, strikePrice, riskFreeRate, alpha, [beta], [rho], [nu])Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS
Get started today
▶
How does MarketXLS work?