QS.VOL.SURFACE¶
Returns volatility from a surface constructed in a PricingContext
Category: QuantSupport - Market.
- QS.VOL.SURFACE(context: text, market_index: text, expiry_date: 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
key (number) – Surface/cube lookup key, such as strike, moneyness, or delta per its configuration
- Returns:
Numeric volatility at the expiry date and lookup key, in the constructed surface’s configured volatility convention; not a surface handle.
- Return Type:
number
- Errors:
#VALUE! for invalid index/expiry or context handles, a surface not constructed for the index, or surface lookup/interpolation/range failures.
Formula¶
=QS.VOL.SURFACE(context, market_index, expiry_date, key)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_vol_surface (context : & str , market_index : & str , expiry_date : & str , key : f64 ,) -> Result < f64 , XllError >