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bsm_implied_vol

Function bsm_implied_vol 

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

Solve for annualized vol given a target BSM premium.

Uses Newton–Raphson on vega with Brent fallback. params.vol is not used as a seed.

§Errors

Invalid BSM domain, non-finite premium, T=0, premium outside achievable range, or solver failure.