Opt Vanna Volga Rho
Calculates Rho for Vanna-Volga options
Syntax
=mxls.opt_VannaVolga_Rho(spot, expiryDate, optionType, strike, [domesticRate], [foreignRate], [atmVol], [rr25], [bf25], [deltaConvention])Parameters
spotnumberRequired
expiryDatestringRequired
optionTypestringRequired
strikenumberRequired
domesticRatenumber
foreignRatenumber
atmVolnumber
rr25number
bf25number
deltaConventionstring
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