ImpliedVolatility {RQuantLib} | R Documentation |
Base class for option-price implied volatility evalution
Description
This class forms the basis from which the more specific classes are derived.
Usage
## S3 method for class 'ImpliedVolatility'
print(x, digits=3, ...)
## S3 method for class 'ImpliedVolatility'
summary(object, digits=3, ...)
Arguments
x |
Any option-price implied volatility object derived from this base class |
object |
Any option-price implied volatility object derived from this base class |
digits |
Number of digits of precision shown |
... |
Further arguments |
Details
Please see any decent Finance textbook for background reading, and the
QuantLib
documentation for details on the QuantLib
implementation.
Value
None, but side effects of displaying content.
Note
The interface might change in future release as QuantLib
stabilises its own API.
Author(s)
Dirk Eddelbuettel edd@debian.org for the R interface;
the QuantLib Group for QuantLib
References
https://www.quantlib.org/ for details on QuantLib
.
See Also
AmericanOptionImpliedVolatility
,
EuropeanOptionImpliedVolatility
,
AmericanOption
,EuropeanOption
,
BinaryOption
Examples
impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100,
volatility=0.4, 100, 0.01, 0.03, 0.5)
print(impVol)
summary(impVol)