Implied Volatility Program on lot of data
 

Hi,
I have 15000 excel lines of option data, with dividend rate, risk free rate, option price, strike, maturity, underlying...and I would like to compute the ilpied volatility of my options using the Newton-Raphson method, which is faster than the bisection method.

But the problem is that I have a lot of data (15000 lines, for 15000 options), and I would like to make the macro running for all the excel file.

Can you help please ?

thank you

Re: Implied Volatility Program on lot of data
 

see this site for explanation to using the Newton-Raphson method -
http://people.revoledu.com/kardi/tut...onRaphson.html
It seems it has to recalulate for each line of data. 15,000 rows of data may take an awful long time and may even cause an error before it is finished.

Perhaps an easier solution is to calculate each given before it moves on to the next given then each given could then be calulated so you don't end up with on long calculation.
Could you send me one row of data and expected caluclations?
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