Opt Vanna Volga Implied Vol
Vanna-Volga implied volatility
Syntax
=mxls.opt_VannaVolga_ImpliedVol(spot, strike, expiryDate, domesticRate, foreignRate, atmVol, rr25, bf25, [deltaConvention])Parameters
spotnumberRequired
strikenumberRequired
expiryDateanyRequired
domesticRatenumberRequired
foreignRatenumberRequired
atmVolnumberRequired
rr25numberRequired
bf25numberRequired
deltaConventionstring
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