Function black_scholes::put_iv
source · Expand description
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
).unwrap();