Recent Content by Floyd Bates

  1. Modelling Calendar Spreads

    cnms2: Not that I ever doubted you, but I thought it was worth pointing out that our results are identical. Ref: Options as a Strategic...
    Post by: Floyd Bates, May 13, 2006 in forum: Options

  2. Modelling Calendar Spreads

    cnms2: I appreciate it. I intend to take your code/results and compare it to what I posted. Thanks again.
    Post by: Floyd Bates, May 13, 2006 in forum: Options

  3. Modelling Calendar Spreads

    For those interested, here are the Excel VBA functions for the calendar spread calculations: Function BlackScholes(Price As Double, Strike As...
    Post by: Floyd Bates, May 13, 2006 in forum: Options

  4. Modelling Calendar Spreads

    Choad, Thanks. I took a quick glance through the code sample that you recommended. Now, that I have a working model. Would anyone be...
    Post by: Floyd Bates, May 12, 2006 in forum: Options

  5. Modelling Calendar Spreads

    All: Can someone direct me to a simple Excel spreadsheet that models the profit and loss profiles for calendar spreads? If this is not...
    Thread by: Floyd Bates, May 12, 2006, 9 replies, in forum: Options