Function black_scholes::call_iv_guess

pub fn call_iv_guess(
    price: f64,
    s: f64,
    k: f64,
    rate: f64,
    maturity: f64,
    initial_guess: f64
) -> Result<f64, f64>

Returns implied volatility from a call option with initial guess

Examples

let price = 1.0;
let stock = 5.0;
let strike = 4.5;
let rate = 0.05;
let maturity = 1.0;
let initial_guess = 0.3;
let iv = black_scholes::call_iv_guess(
    price, stock, strike, rate,
    maturity, initial_guess
).unwrap();