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{"sheet":"Title","index":0,"n_rows":17,"n_cols":1,"rows_kept":17,"cut":false,"hidden":false,"merged":[]}
[]
["FinTools® Azure"]
[]
["UTILITY XL"]
["Volatility Functions"]
[]
["for"]
["Derivative Pricing,"]
["Risk Management"]
["and"]
["Financial Reporting"]
[]
["Release"]
["2021-06-16"]
[]
["Montgomery Investment Technology, Inc."]
["© 1989-2021"]

{"sheet":"Introduction","index":1,"n_rows":9,"n_cols":1,"rows_kept":9,"cut":false,"hidden":false,"merged":[]}
["Introduction"]
[]
["Volatility Calculations using FinTools Azure"]
[]
["This template allows the user to calculate annualized volatility of a custom price data set using the VolatilityPrice_Azure function."]
[]
["Please see the VolatilityPrice tab for function use examples.   Note that the dates have to be in ascending order."]
[]
["The Definitions tab has detailed descriptions of all the inputs."]

{"sheet":"VolatilityPrice","index":2,"n_rows":38,"n_cols":11,"rows_kept":38,"cut":false,"hidden":false,"merged":[]}
["UTILITY XL Volatility Function: VolatilityPrice"]
[]
[]
[null,"Input:",null,null,null,null,null,null,"Output:"]
["Func","Date","Price","StartDate","EndDate","Weight","DataFreq","TimeHor","VolatilityPrice"]
[null,"2020-05-22",34.700000000000003]
[1,"2020-05-29",36.47,null,null,null,null,null,{"$f":"VolatilityPrice_Azure($A7,$B$6:$C$38,,,,,,Subscription!$C$4)","v":0.36925553781630255},null,"Example 1"]
[null,"2020-06-05",40.53]
[1,"2020-06-12",36.64,"2020-05-22","2020-12-31",null,null,null,{"$f":"VolatilityPrice_Azure($A9,$B$6:$C$38,D9,E9,F9,,,Subscription!$C$4)","v":0.36925553781630255},null,"Example 2"]
[1,"2020-06-19",36.6,"2020-05-22","2020-12-31",null,{"$f":"365/7","v":52.142857142857146},null,{"$f":"VolatilityPrice_Azure($A10,$B$6:$C$38,D10,E10,F10,G10,H10,Subscription!$C$4)","v":0.36920547606635762},null,"Example 3"]
[null,"2020-06-26",34.68]
[1,"2020-07-02",35.26,"2020-06-12","2020-12-31",null,{"$f":"365/7","v":52.142857142857146},null,{"$f":"VolatilityPrice_Azure($A12,$B$6:$C$38,D12,E12,F12,G12,H12,Subscription!$C$4)","v":0.32828851679755117},null,"Example 4"]
[1,"2020-07-10",34.869999999999997,"2020-06-15","2020-12-20",null,null,null,{"$f":"VolatilityPrice_Azure($A13,$B$6:$C$38,D13,E13,F13,G13,H13,Subscription!$C$4)","v":0.34697379682994273},null,"Example 5"]
[null,"2020-07-17",36.22]
[null,"2020-07-24",36.770000000000003]
[null,"2020-07-31",35.57]
[null,"2020-08-07",36.520000000000003]
[null,"2020-08-14",38.07]
[null,"2020-08-21",36.42]
[null,"2020-08-28",37.130000000000003]
[null,"2020-09-04",37.86]
[null,"2020-09-11",36.39]
[null,"2020-09-18",37.799999999999997]
[null,"2020-09-25",35.729999999999997]
[null,"2020-10-02",36.880000000000003]
[null,"2020-10-09",38.1]
[null,"2020-10-16",37.21]
[null,"2020-10-23",37.85]
[null,"2020-10-30",33.950000000000003]
[null,"2020-11-06",36.9]
[null,"2020-11-13",41.52]
[null,"2020-11-20",43.85]
[null,"2020-11-27",45.28]
[null,"2020-12-04",46.29]
[null,"2020-12-11",44.84]
[null,"2020-12-18",43.89]
[null,"2020-12-24",43.84]
[null,"2020-12-31",44.47]

{"sheet":"Definitions","index":3,"n_rows":16,"n_cols":5,"rows_kept":16,"cut":false,"hidden":false,"merged":[]}
["UTILITY XL Volatility Price: Definitions",null,null,null,"FinTools Azure"]
[]
["Function:"]
["VolatilityPrice_Azure(Func,PriceRange,StartPoint,EndPoint,Weight,DataFreq,TimeHorizon, SubscriptionKey)"]
[]
["Input:","Example Args","Description"]
["Function",1,"1=Volatility, 2=Standard Error of Estimate"]
["DataRange",null,"Two column range of Dates and Prices"]
["StartDate","2019-12-06","The start date within the date/price range [optional]"]
["EndDate","2020-07-17","The end date within the date/price range [optional]"]
["Weight",0.95,"The factor for exponentionally weighted moving average based on 252 (trading) days per year [optional]"]
["DataFreq",252,"The annual frequency of the data, e.g. Monthly=12, Weekly=52, Trading Day=252, Calendar Day=365"]
[null,null,"If Data Frequency is not specified or zero, then the return rate is calculated based on the time interval."]
["TimeHorizon",1,"Volatility is expressed for the Time Horizon (decimal fraction of a year). Default Time Horizon=1"]
[]
["Note: Input arguments shown in italics are optional arguments."]

{"sheet":"Subscription","index":4,"n_rows":4,"n_cols":4,"rows_kept":4,"cut":false,"hidden":false,"merged":[]}
["FinTools Azure: Subscriptions"]
[]
["Module","Function","Subscription Key","Name"]
["ALL","All","5c1fecb42902487c9a5e1f6db0fa109d","All_Azure Key"]