Server-side volatility construction Related Functions

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Construction Functions

Excel: =McpFXVolSurface2ByName(identifiers)

• Function: Constructs a bilateral volatility surface object on the server side using the volatility surface's short name.
• Parameters:
  • identifiers: The short name of the volatility surface.
• Returns: A bilateral volatility surface object for subsequent calculations.

Excel: =McpFXVolSurfaceByName(identifiers)

• Function: Constructs a unilateral volatility surface object on the server side using the volatility surface's short name.
• Parameters:
  • identifiers: The short name of the volatility surface.
• Returns: A unilateral volatility surface object for subsequent calculations.

Excel: =McpVolSurface2ByName(identifiers, flag=False)

• Function: Constructs a bilateral volatility surface object on the server side using the underlying asset (UNDERLYING).
• Parameters:
  • identifiers: The code of the underlying asset.
  • flag: Optional parameter. Default is False, indicating construction of a digital currency volatility surface; set to True for a futures volatility surface.
• Returns: A bilateral volatility surface object for subsequent calculations.

Excel: =McpVolSurfaceByName(identifiers, flag=False)

• Function: Constructs a unilateral volatility surface object on the server side using the underlying asset (UNDERLYING).
• Parameters:
  • identifiers: The code of the underlying asset.
  • flag: Optional parameter. Default is False, indicating construction of a digital currency volatility surface; set to True for a futures volatility surface.
• Returns: A unilateral volatility surface object for subsequent calculations.

Excel: =McpVolSurface2Equity(identifiers)

• Function: Constructs a bilateral volatility surface object on the server side using the underlying asset (UNDERLYING).
• Parameters:
  • identifiers: The code of the underlying asset.
• Returns: A bilateral volatility surface object for subsequent calculations.

Excel: =McpSwaptionCubes(identifiers)

• Function: Constructs an interest rate volatility cube object on the server side using the volatility short name.
• Parameters:
  • identifiers: The short name of the volatility.
• Returns: An interest rate volatility cube object for subsequent calculations.

Excel: =McpCapVolSurface(identifiers)

• Function: Constructs a CapFloor volatility surface object on the server side using the volatility short name.
• Parameters:
  • identifiers: The short name of the volatility.
• Returns: A CapFloor volatility surface object for subsequent calculations.