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B&S ImpliedVolatilty for a put

Open loogies06 opened this issue 8 years ago • 1 comments

Hello,

Is it possible to have implied volatilty for a put ? AnalyticFormulas.blackScholesOptionImpliedVolatility

Currently it is only available for a call.

Thanks, Luc

loogies06 avatar Apr 30 '17 07:04 loogies06

Yes. Until then: You may use put call parity first, then call the function.

cfries avatar May 07 '17 20:05 cfries