SABROption Value
Option price or error message
Syntax
=mxls.SABROptionValue(forwardPrice, strikePrice, optionType, expiryDate, riskFreeRate, alpha, [beta], [rho], [nu])Parameters
forwardPricenumberRequired
strikePricenumberRequired
optionTypestringRequired
expiryDateanyRequired
riskFreeRatenumberRequired
alphanumberRequired
betanumber
rhonumber
nunumber
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?