Function black_scholes::put_iv_guess

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

Returns implied volatility from a put option with initial guess

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_guess(
    price, stock, strike, rate, 
    maturity, initial_guess
);