Library: | finance |
Quantlet: | 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 |
library("finance") volatility(1)
implied volatility of a given option
Library: | finance |