Re: can i access option greeks from excel addin

Posted by eric ehlers on Apr 28, 2006; 1:17am
URL: http://quantlib.414.s1.nabble.com/can-i-access-option-greeks-from-excel-addin-tp7071p7072.html

Hi Mike,

Option greeks aren't available in 0.3.12 but have been implemented in
the development environment for release in 0.3.13.

> So far, without digging too much into the documents, it
> seems that the only fields I can get access to are "NPV" and "ENGINE".

True.  In fact this "fields" functionality
(ohPropertyNames/ohPropertyValue) as implemented in 0.3.12 isn't very
useful - this feature has been completely revamped for 0.3.13.  For
now you may find qlNPV() is more convenient for getting the NPV.

> if I could, are there any examples and tutorials for accessing option greeks
> with the excel add-in?

For the upcoming release the options.xls example spreadsheet has been
revised to demonstrate all of the greeks functions.

Regards,
Eric