CapeTools Volatility Curves KEYTAGs





Welcome | Documentation format | QuantTools Groups | QuantTools Categories | Licence

Key TAGs | Excel Index | API Index


http://www.QuantTools.com



KEYTAG - FunctionName (Excel FunctionName)


ATMVM - ATMVolMatrix (CT.CRV.ATMVolMatrix)
EXKVM - EquityExpiryKVolMatrix (CT.CRV.EquityExpiryKVolMatrix)
ESABRVC - EquitySABRVolCurve (CT.CRV.EquitySABRVolCurve)
XKVM - ExpiryKVolMatrix (CT.CRV.ExpiryKVolMatrix)
FVC - FlatVolCurve (CT.CRV.FlatVolCurve)
FVolFXCORR - FlatVolFXCorr (CT.CRV.FlatVolFXCorr)
SABRVC - SABRVolCurve (CT.CRV.SABRVolCurve)
VVC - VectorVolCurve (CT.CRV.VectorVolCurve)
VVolFXCorr - VectorVolFXCorr (CT.CRV.VectorVolFXCorr)
MVolFXCORR - VolFXCorrMatrix (CT.CRV.VolFXCorrMatrix)


Copyright (c) 2003-2007 CapeTools - All Rights Reserved.