Posted by
Xavier.Abulker on
URL: http://quantlib.414.s1.nabble.com/simple-question-with-Excel-add-in-tp2813p2814.html
Yes, I also learnt something in excel this morning!
Thank you very mych Nando
Xavier
Ferdinando
Ametrano To:
[hidden email],
[hidden email]
<nando@quantli cc:
b.org> Subject: Re: [Quantlib-users] simple question with Excel add in
20/02/2004
11:20
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
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