simple question with Excel add in

[Xavier.Abulker]

Hello QuantLib,

One very simple question with the Excel Add-Ins,

I want to calculate the greeks (delta, vega) of a simple EuropeanOption.
In Excel, I go in "Insert" "Function", then I choose
"=qlEuropeanOption(E4;F4;G4;H4;I4;J4;K4;L4)" in a cell.
this only calculate the price of the European Option, how do you calculate
the delta for example?
I saw in the  sample file europeangreeks.xls that it's possible but I know
how.

thank you for your help

Xavier


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[Ferdinando Ametrano-3]

Hi Xavier

>I want to calculate the greeks (delta, vega) of a simple EuropeanOption.
>In Excel, I go in "Insert" "Function", then I choose
>"=qlEuropeanOption(E4;F4;G4;H4;I4;J4;K4;L4)" in a cell.
>this only calculate the price of the European Option, how do you calculate
>the delta for example?
>I saw in the  sample file europeangreeks.xls that it's possible but I know
>how.

qlEuropeanOption returns an array. To display the complete array you have
to enter "=qlEuropeanOption(E4;F4;G4;H4;I4;J4;K4;L4)" as array formula:
select the multi-cell return area, type (or edit) the formula, then press
CNTRL+SHIFT+RETURN instead of RETURN

hope it helps

ciao -- Nando

[Xavier.Abulker]

Yes, I also learnt something in excel this morning!

Thank you very mych Nando
Xavier


                                                                                                                 
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                    b.org>               Subject:     Re: [Quantlib-users] simple question with Excel add in      
                                                                                                                 
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Hi Xavier

>I want to calculate the greeks (delta, vega) of a simple EuropeanOption.
>In Excel, I go in "Insert" "Function", then I choose
>"=qlEuropeanOption(E4;F4;G4;H4;I4;J4;K4;L4)" in a cell.
>this only calculate the price of the European Option, how do you calculate
>the delta for example?
>I saw in the  sample file europeangreeks.xls that it's possible but I know
>how.

qlEuropeanOption returns an array. To display the complete array you have
to enter "=qlEuropeanOption(E4;F4;G4;H4;I4;J4;K4;L4)" as array formula:
select the multi-cell return area, type (or edit) the formula, then press
CNTRL+SHIFT+RETURN instead of RETURN

hope it helps

ciao -- Nando






*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite.
Tout message electronique est susceptible d'alteration.
La FIMAT et ses filiales declinent toute responsabilite au titre de ce
message s'il a ete altere, deforme ou falsifie.
                                          ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited.
E-mails are susceptible to alteration.
Neither FIMATnor any of its subsidiaries or affiliates shall be liable for
the message if altered, changed or falsified.