In response to overwhelming demand (Assiduous Reader MW wrote me) I have decided to publish my essay Implied Volatility for FixedResets, which originally appeared as an appendix to the September, 2013, edition of PrefLetter.
The calculator (an Excel Spreadsheet) has been publicly available for some time, linked on the right-hand navigation panel under the heading “Calculators”.
Update, 2016-2-11: An updated and expanded 2016 edition is now available.
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