Open source VBA for option greeks

This is a discussion on Open source VBA for option greeks within the Techies Corner forums, part of the Trading Career category; Hi Am a complete novice at this programming. Wondering whether there is any open source VBA option greeks out there? ...

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Old Nov 27, 2007, 5:30pm   #1
Joined Jul 2006
Open source VBA for option greeks

Hi

Am a complete novice at this programming. Wondering whether there is any open source VBA option greeks out there? Did a google search, but just coming back with business software.

Thanks
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Old Nov 27, 2007, 5:50pm   #2
Joined Jun 2006
Fiftyfifty,

Must try harder. On Google, advanced search, in the box "with all of the words" enter: vba options greeks. Here's the result (second entry may help; not looked further):

http://www.google.co.uk/search?as_q=...ghts=&safe=off

Grant.
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Old Nov 27, 2007, 6:02pm   #3
Joined Jul 2006
fiftyfifty started this thread Cheers. I've already looked at this site. It allows you to download a sample file which doesn't allow you to look at the source code. It's the VB code that I'm after. Would have thought it was common enough that you wouldn't need to pay to get something with it.
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Old Nov 27, 2007, 6:08pm   #4
 
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Something to be going on with:-

http://www.vbnumericalmethods.com/finance/
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Old Nov 3, 2008, 7:56pm   #5
Joined Oct 2008
Unless you want the open source so you can study how to write the VBA code, I suggest you go and get Hoadley's set of Option functions/plugins for Excel. It is very comprehensive and very inexpensive, accurate and easy to use...it is used by many institutional users.

Here is the link:


Trading and Investment Tools by Peter Hoadley
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Old Feb 9, 2017, 5:04pm   #6
Joined May 2008
You're welcome to use my code.

http://financechatroom.com/options-greeks-vba-functions
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