Opt SABR Vol Smile
Array of [Strike, ImpliedVol] pairs
Syntax
=mxls.opt_SABR_VolSmile(forwardPrice, expiryDate, alpha, [beta], [rho], [nu], [minStrike], [maxStrike], [numStrikes])Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
