Smile.Implicitation.IImpliedVolatilitySolver¶

Classes

`IImpliedVolatilitySolver`	General interface to compute the implied volatility associated to an option quotation.
`OptionQuotation`(...)	Container class to represent the notion of an option quotation

class Smile.Implicitation.IImpliedVolatilitySolver.IImpliedVolatilitySolver[source]¶

General interface to compute the implied volatility associated to an option quotation.

See also

Methods

solve(...) Solve for the implied volatility given an option quotation.

solve(option_quotation: Smile.Implicitation.OptionQuotation.OptionQuotation) → float[source]¶

Solve for the implied volatility given an option quotation.

Parameters:

option_quotation : OptionQuotation

Characteristics and quotation of an option.

Returns:

implied_volatility : float

The implied volatility of the option