Vanna Volga Option Value
Option price or error message
Syntax
=mxls.VannaVolgaOptionValue(spot, strike, optionType, expiryDate, domesticRate, foreignRate, atmVol, rr25, bf25, [deltaConvention])Parameters
spotnumberRequired
strikenumberRequired
optionTypestringRequired
expiryDateanyRequired
domesticRatenumberRequired
foreignRatenumberRequired
atmVolnumberRequired
rr25numberRequired
bf25numberRequired
deltaConventionstring
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