How would you price a Vanilla option in XL with a vol surface?

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

How would you price a Vanilla option in XL with a vol surface?

ElMariachi
In other words, can someone share an example of an excel spreadsheet that prices a vanilla options with a 2D or 3D volatility surface/cube?