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...
cnms2: I appreciate it. I intend to take your code/results and compare it to what I posted. Thanks again.
For those interested, here are the Excel VBA functions for the calendar spread calculations: Function BlackScholes(Price As Double, Strike As...
Choad, Thanks. I took a quick glance through the code sample that you recommended. Now, that I have a working model. Would anyone be...
All: Can someone direct me to a simple Excel spreadsheet that models the profit and loss profiles for calendar spreads? If this is not...
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