Within this XL Service we consider the evaluation of the Rho of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
For a list of all members of this type, see EuropeanRho Members.
System.Object
EuropeanRho
Recall that the Rho of an option contract is the rate of change (i.e. the first derivative) of the option price with respect to changes of the risk free interest rate.
Namespace: Options
Assembly: XMLDoc (in XMLDoc.dll)
EuropeanRho Members | Options Namespace