Black Scholes Futures Options Pricer

AWARDED
Bids
2
Avg Bid (USD)
$225
Project Budget (USD)
$30 - $250

Project Description:
I would like a spreadsheet that takes as an input an at-the-money volatility, and relative delta points to the left (10 delta put, 25 delta put, and 33 delta put) and to the right (33 delta call, 25 delta call, and 10 delta call), a future price, an expiration date, an interest rate curve, and return any option price and first and second order greeks. It should use a cubic spline interpolation for all strikes volatility from the 7 point surface I input.

Skills required:
Microsoft, PHP, Software Architecture, Visual Basic
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$ 250
in 3 days
Hire shomratkutub
$ 200
in 2 days