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option calculator

  1. #1
    Registered User
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    option calculator

    hi
    i want some open source option volume calculator for calculate the greeks,
    i tried with google but not matched with my requirement.
    any body give any idea
    bye
    naga

  2. #2
    Valued Forum Contributor rwgrietveld's Avatar
    Join Date
    09-02-2008
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    XL 2007 / XL 2010
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    Re: option calculator

    Naga,

    Your title as well as your question is not clear. Please change both if you require an answer.
    Looking for great solutions but hate waiting?
    Seach this Forum through Google

    www.Google.com
    (e.g. +multiple +IF site:excelforum.com/excel-general/ )

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    Ave,
    Ricardo

  3. #3
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    Re: option calculator with VBA

    hi
    sorry for that question.

    actually i want to develop one option calculator using vba.

    if i enter strikeprice,optionprice,underlyingprice,todaydate,expirydate,volatality,riskrate and divyield parameters .i will get greeks(delta,gamma,vega,theta).
    suggest any open source

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