Opt Vanna Volga Volga
Calculates Volga using Vanna-Volga model
Syntax
=mxls.opt_VannaVolga_Volga(spot, expiryDate, optionType, strike, domesticRate, foreignRate, atmVol, rr25, bf25, [deltaConvention])Parameters
spotnumberRequired
expiryDatestringRequired
optionTypestringRequired
strikenumberRequired
domesticRatenumberRequired
foreignRatenumberRequired
atmVolnumberRequired
rr25numberRequired
bf25numberRequired
deltaConventionstring
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