Vanna Volga Option Value
Option price or error message
Syntax
=mxls.VannaVolgaOptionValue(spot, strike, optionType, expiryDate, domesticRate, foreignRate, atmVol, rr25, bf25, [deltaConvention])Option price or error message
=mxls.VannaVolgaOptionValue(spot, strike, optionType, expiryDate, domesticRate, foreignRate, atmVol, rr25, bf25, [deltaConvention])