hi all,
Please can anyone help on below issue?
hi ,
one complicated task,I tried but not able to fix it,need ur help please.
see if u open the application attached i have obtained an expression in my table present in sheet 10 as
option..
I recreated all the variables newly ,
all my new variables are
VD1_NM
VD2_NM
VCND_NM
VCND1_NM
PUTVD1_NM
PUTVD2_NM
PUTVCND_NM
PUTVCND1_NM. with the changes mentioned above.
please can u help ???
Now my doubt is in my table we have last column as option price:I am checking the value if it is right or wrong by checking it in macro and table value.
for PUT its working fine but for CALL it doesnt match the value in the macro.please can u help?????????????????? may be something wrong in the 1st part of my if statement which would give CALL output...i am not sure...
my exp is:its also in the column called option in my table.
if(xoptiontype_='CALL',
(Exp(-.0105 * $(T3)) * ((Avg(strike_price1)) * (if( $(VD1_NM)<0, 1+(($(VCND_NM)) * -1),$(VCND_NM))) - strike_price * (if( $(VD2_NM)<0, 1+(($(VCND1_NM)) * -1),$(VCND1_NM))) )),
EXP(-0.0105 * ($(T3))) * ((strike_price * if($(PUTVD2_NM)<0,1+(($(PUTVCND1_NM)) * -1),($(PUTVCND1_NM)))) - ((Avg(strike_price1)) * if( $(PUTVD1_NM)<0,1+(($(PUTVCND_NM)) * -1),($(PUTVCND_NM))))))
you can check these below statements in edit module and clik on pasinputest:what ever value it shows should match the corresponding value in my table "option " column.If we substitute in msg box the value obtained here should match the table value.
'black76("c" or "p",market price, strike price, time to expiry,interest rate, volatility)//interest rate is fixed//
msgbox black76("p",65,75,0.008,0.0105,.135)
c or p is put or call
