Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance

Macro: volatility
Description: volatility calculates the implied volatility of a given option

Usage: volatility(task)
Input:
task scalar: (=1) - without dividend, (=2) - with continuously paid dividend, (=3) - with a fixed dividend at the end of T, (=4) - if for exchange rate

Example:
library("finance")
volatility(1)
Result:
implied volatility of a given option

Library: finance

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: D.Feldmann, S.Sperlich 970231
(C) MD*TECH Method and Data Technologies, 17.8.2000