QS.VOL.CUBE¶
Returns volatility from a cube constructed in a PricingContext
Category: QuantSupport - Market.
- QS.VOL.CUBE(context: text, market_index: text, expiry_date: text, maturity_length: integer, maturity_unit: text, key: number) number¶
- Parameters:
context (text) – Stable workbook-scoped root from QS.CONTEXT.CREATE or revisioned historical context; additions belong to the context and commit after the definition pass
market_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:
expiry_date (text) – ISO date text in YYYY-MM-DD format
maturity_length (integer) – Whole-number tenor length
maturity_unit (text) – Tenor unit: Days, Weeks, Months, or Years
key (number) – Surface/cube lookup key, such as strike, moneyness, or delta per its configuration
- Returns:
Numeric volatility at the expiry date, underlying maturity tenor, and lookup key, in the constructed cube’s configured volatility convention; not a cube handle.
- Return Type:
number
- Errors:
#VALUE! for invalid index/expiry/maturity unit or context handles, a cube not constructed for the index, or cube lookup/interpolation/range failures.
Formula¶
=QS.VOL.CUBE(context, market_index, expiry_date, maturity_length, maturity_unit, key)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_vol_cube (context : & str , market_index : & str , expiry_date : & str , maturity_length : i32 , maturity_unit : & str , key : f64 ,) -> Result < f64 , XllError >