Function black_scholes::call_iv

pub fn call_iv(
    price: f64, 
    s: f64, 
    k: f64, 
    rate: f64, 
    maturity: f64
) -> Result<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
).unwrap();