Function black_scholes::call_iv [−][src]
pub fn call_iv(price: f64, s: f64, k: f64, rate: f64, maturity: f64) -> f64
Returns implied volatility from a call option
Examples
let price = 1.0; let stock = 5.0; let strike = 4.5; let rate = 0.05; let maturity = 1.0; let iv = black_scholes::call_iv( price, stock, strike, rate, maturity );