Opt Vanna Volga Vol Smile
Array of [Strike, ImpliedVol] pairs
Syntax
=mxls.opt_VannaVolga_VolSmile(spot, expiryDate, domesticRate, foreignRate, atmVol, rr25, bf25, [deltaConvention], [minStrike], [maxStrike], [numStrikes])Parameters
spotnumberRequired
expiryDateanyRequired
domesticRatenumberRequired
foreignRatenumberRequired
atmVolnumberRequired
rr25numberRequired
bf25numberRequired
deltaConventionstring
minStrikenumber
maxStrikenumber
numStrikesnumber
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