ImpliedVolatility {RQuantLib} | R Documentation |
This class forms the basis from which the more specific classes are derived.
## S3 method for class 'ImpliedVolatility': print ## S3 method for class 'ImpliedVolatility': summary
|
{Any option-price implied volatility object derived from this base class}
Please see any decent Finance textbook for background reading, and the
QuantLib
documentation for details on the QuantLib
implementation.
None, but side effects of displaying content.
The interface might change in future release as QuantLib
stabilises its own API.
Dirk Eddelbuettel edd@debian.org for the R interface;
the QuantLib Group for QuantLib
http://quantlib.org for details on QuantLib
.
AmericanOptionImpliedVolatility
,
EuropeanOptionImpliedVolatility
,
AmericanOption
,EuropeanOption
,
BinaryOption
impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100, volatility=0.4, 100, 0.01, 0.03, 0.5) print(impVol) summary(impVol)