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tree_implied_vol

Function tree_implied_vol 

Source
pub fn tree_implied_vol(
    params: CrrParams,
    option_type: OptionType,
    market_price: f64,
) -> FinanceResult<f64>
Expand description

American (or European) implied vol via Newton on CRR price + FD vega.

Uses the same Newton + bisection pattern as European closed-form IV.