Fw: excel example of qlSABRInterpolation and qlSabrVolatility

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Fw: excel example of qlSABRInterpolation and qlSabrVolatility

Yan Kuang

Hi,

Due to my 'Mail Delivery' setting was 'Disabled'. So I am not sure if someone sent an sample.

I did one myself, looks correct. A check on the worksheet will be greatly appreciated.

Thanks,
Yan



----- Forwarded by Yan Kuang/CORPAU/WBCAU/WBG on 12/04/2011 10:30 AM -----
Yan Kuang/CORPAU/WBCAU/WBG

11/04/2011 05:13 PM

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excel example of qlSABRInterpolation and qlSabrVolatility




Hi,

Can anyone provide an example excel workbook containing the following functions:

qlSABRInterpolation and qlSabrVolatility

Many thanks,
Yan
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qlSabrInterpolation.xls (56K) Download Attachment