Hi
I've included QL quanto options in qlXL, the pricing is fine (qlInstrumentNPV). However I noticed a strange behaviour while using the qlDelta, qlGamma... functions.
In the XL cell I get a #NUM! result, however the preview-result in the insert-function-form is the correct real number (!)
Does anyone has already encountered this kind of behaviour and came to an explanation/solution?
Once finished, if you consider it useful I will send all my code.
Thanks for any help, Paolo
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