{"text_format":"1","workbook":"xlsx","n_sheets":3,"sheets":["PalisadeFitLinks","Test","Sheet1"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":2,"defined_names":53,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"PalisadeFitLinks","index":0,"n_rows":3,"n_cols":2,"rows_kept":3,"cut":false,"hidden":true,"merged":[]}
["Num Links",2]
[{"$f":"_xll.FitLink(#REF!,90216,13943,1)","v":{"$error":"#NAME?"}}]
[{"$f":"_xll.FitLink(#REF!,14696,39262,1)","v":{"$error":"#NAME?"}}]

{"sheet":"Test","index":1,"n_rows":20,"n_cols":9,"rows_kept":20,"cut":false,"hidden":false,"merged":[]}
["Test",null,null,null,"Input","Variable","Output"]
[3,"Test",{"$f":"BTestDll(\"C\",\"A\",\"Bl\",100,100,1,50%,A2,4%,3%,1)","v":91.100237081088679},null,"C","Option Type",null,null,"Function BOption(CallPut, Euro, Method, Spot, strike, Time, Vol, IntRate, DivRate, OpPrice, nInter) ' Computes the fair value etc of a option on a dividend paying asset"]
[null,null,null,null,"A","American/European",null,null,"'  Callput is the type of option eg \"P\""]
[null,null,null,null,"Bl","Computation Method",null,null,"'  Euro specifies whether it is American or European eg \"A\""]
[null,null,null,null,100,"Spot Price",null,null,"'  Method specifies whether the the computation method is Black-Scholes or binimial eg \"Bl\" or \"Bin\""]
[null,null,null,null,105,"Exercise Price",null,null,"'  Spot is the spot price eg 20.00"]
["32-bit Excel is detected",null,null,null,0.5,"Time (Years)",null,null,"'  Strike is the strike price eg 0.10"]
["AEPM.dll file found and is activated",null,null,null,0.25,"Volatility",null,null," ' Time to expiry"]
[null,null,null,null,0.03,"Interest Rate (%pa)",null,null,"'  Vol is the volatility in decimal form eg 0.15"]
[null,null,null,null,0.02,"Divident Rate (%pa)",null,null,"'  intrate is the interest rate, simple interest in decimal eg 0.08"]
[null,null,null,null,4,"Option Price",null,null,"'  divrate is the dividend rate in decimal eg 0.03"]
[null,null,null,null,20,"Binomial Iterations",null,null,"'  opprice is the market price of the option eg 2.50"]
[null,null,null,null,null,"Price",{"$f":"BOption(E2,E3,E4,E5,E6,E7,E8,E9,E10,E11,E12)","v":5.1289451140069069},null,"'  niter is the number of interations used in the binomial calculations"]
[null,null,null,null,null,"Delta",0.43235177967118699,null,"' output is a 6*1 vector of option descriptors"]
[null,null,null,null,null,"Gamma",2.2506903550587688E-2,null,"'   (1) Price"]
[null,null,null,null,null,"Theta",-1.9651013668263946E-2,null,"'   (2) Delta"]
[null,null,null,null,null,"Vega",0.27576546250661443,null,"'   (3) Gamma"]
[null,null,null,null,null,"Implied Volatility",0.20883292522793842,null,"'   (4) Theta"]
[null,null,null,null,null,null,null,null,"   (5) Vega"]
[null,null,null,null,null,null,null,null,"'   (6) Implied Volatility"]

{"sheet":"Sheet1","index":2,"n_rows":0,"n_cols":0,"rows_kept":0,"cut":false,"hidden":false,"merged":[]}