Returns the volatility given an equity/FX/Commodity SABR volatility VOL Key.

This function requires the input of a EquitySABRVolCurve object key, which must have been produced via a call to the EquitySABRVolCurve() function.

This function would have returned a string 'KEY' which is to be passed to the 'VCKey' parameter of this function.

Double CTQryCurves.EquitySABRVol( _
Long OptionMat, _
Double Strike, _
String VCKey)

=CT.MKT.EquitySABRVol(
Excel Numeric Cell OptionMat,
Excel Numeric Cell Strike,
Excel String Cell VCKey)

static double EquitySABRVol(
long OptionMat,
double Strike,
std::string VCKey);

System.Double CTQryCurvesSA.EquitySABRVol(
System.Int32 OptionMat,
System.Double Strike,
System.String VCKey);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.