Opt Vanna Volga Vega
Calculates Vega using Vanna-Volga model
Syntax
=mxls.opt_VannaVolga_Vega(spot, expiryDate, optionType, strike, [domesticRate], [foreignRate], [atmVol], [rr25], [bf25], [deltaConvention])Parameters
spotnumberRequired
expiryDatestringRequired
optionTypestringRequired
strikenumberRequired
domesticRatenumber
foreignRatenumber
atmVolnumber
rr25number
bf25number
deltaConventionstring
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?