Function black_scholes::put_iv

pub fn put_iv(price: f64, s: f64, k: f64, rate: f64, maturity: f64) -> f64

Returns implied volatility from a put option

Examples

let price = 0.3;
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::put_iv(
    price, stock, strike, rate, 
    maturity
);