xlwings UDF showing name error

[pwt]

Hi,

I'm trying to write a simple UDF using xlwings. Note that I don't have much experience with Python.

The Python code that I'm trying to call via xlwings is:

import xlwings as xw
import mibian

@xw.func
def BSPutOptionImpVol(underlyingPrice,strike,interestRate,expiryDays,premium):
    c = mibian.BS([underlyingPrice, strike, interestRate, expiryDays], putPrice=premium)
    return c.impliedVolatility 

I have then called the function on Excel (via xlwings) with the formula =BSPutOptionImpVol(45,32,1,127,0.95)

Unfortunately, it's returning a very long error message

Error:
"NameError: name 'norm' is not defined
    call = self.underlyingPrice * norm.cdf(self._d1_) - \
  File ""C:\Users\...\anaconda3\lib\site-packages\mibian\__init__.py"", line 307, in _price
    [self.callPrice, self.putPrice] = self._price()
  File ""C:\Users\...\anaconda3\lib\site-packages\mibian\__init__.py"", line 276, in __init__
    estimate = eval(className)(args, volatility=mid, performance=True).putPrice
  File ""C:\Users\...\anaconda3\lib\site-packages\mibian\__init__.py"", line 29, in impliedVolatility
    self.__class__.__name__, args, putPrice=self.putPrice)
  File ""C:\Users\...\anaconda3\lib\site-packages\mibian\__init__.py"", line 293, in __init__
    c = mibian.BS([underlyingPrice, strike, interestRate, expiryDays], putPrice=premium)
  File ""c:\users\...\documents\python scripts\BSPutImVol.py"", line 6, in BSPutOptionImpVol
    ret = func(*args)
  File ""C:\Users\...\anaconda3\lib\site-packages\xlwings\udfs.py"", line 298, in call_udf
    res = call_udf(script, fname, args, this_workbook, FromVariant(caller))
  File ""C:\Users\...\anaconda3\lib\site-packages\xlwings\server.py"", line 195, in CallUDF
    return func(*args)
  File ""C:\Users\...\anaconda3\lib\site-packages\win32com\server\policy.py"", line 586, in _invokeex_
    return S_OK, -1, self._invokeex_(dispid, lcid, wFlags, args, None, None)
  File ""C:\Users\...\anaconda3\lib\site-packages\win32com\server\policy.py"", line 283, in _invoke_
    return self._invoke_(dispid, lcid, wFlags, args)
  File ""C:\Users\...\anaconda3\lib\site-packages\win32com\server\policy.py"", line 278, in _Invoke_"

Any one has an idea what I've done wrong? Thanks.