Opt SABR Vol Smile
Array of [Strike, ImpliedVol] pairs
Syntax
=mxls.opt_SABR_VolSmile(forwardPrice, expiryDate, alpha, [beta], [rho], [nu], [minStrike], [maxStrike], [numStrikes])Parameters
forwardPricenumberRequired
expiryDateanyRequired
alphanumberRequired
betanumber
rhonumber
nunumber
minStrikenumber
maxStrikenumber
numStrikesnumber
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