Open source VBA for option greeks

Jul 3, 2006
85
2
18
London
#1
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
 
Jul 3, 2006
85
2
18
London
#3
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.
 
Oct 29, 2008
57
4
18
#5
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