| 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 |