1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
|
\name{ImpliedVolatility}
\alias{ImpliedVolatility}
\alias{print.ImpliedVolatility}
\alias{summary.ImpliedVolatility}
\title{Base class for option-price implied volatility evalution}
\description{
This class forms the basis from which the more specific classes are
derived. }
\usage{
\method{print}{ImpliedVolatility}(x, digits=3, ...)
\method{summary}{ImpliedVolatility}(object, digits=3, ...)
}
\arguments{
\item{x}{Any option-price implied volatility object derived
from this base class}
\item{object}{Any option-price implied volatility object derived
from this base class}
\item{digits}{Number of digits of precision shown}
\item{...}{Further arguments}
}
\value{
None, but side effects of displaying content.
}
\details{
Please see any decent Finance textbook for background reading, and the
\code{QuantLib} documentation for details on the \code{QuantLib}
implementation.
}
\references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
\author{Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
the QuantLib Group for \code{QuantLib}}
\note{The interface might change in future release as \code{QuantLib}
stabilises its own API.}
\seealso{\code{\link{AmericanOptionImpliedVolatility}},
\code{\link{EuropeanOptionImpliedVolatility}},
\code{\link{AmericanOption}},\code{\link{EuropeanOption}},
\code{\link{BinaryOption}}}
\examples{
impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100,
volatility=0.4, 100, 0.01, 0.03, 0.5)
print(impVol)
summary(impVol)
}
\keyword{misc}
|
