ImpliedVolatility: Base class for option-price implied volatility evalution

In RQuantLib: R Interface to the 'QuantLib' Library

Base class for option-price implied volatility evalution

Description

This class forms the basis from which the more specific classes are derived.

Usage

## S3 method for class 'ImpliedVolatility'
print(x, digits=3, ...)
## S3 method for class 'ImpliedVolatility'
summary(object, digits=3, ...)

Arguments

x	Any option-price implied volatility object derived from this base class
object	Any option-price implied volatility object derived from this base class
digits	Number of digits of precision shown
...	Further arguments

Details

Please see any decent Finance textbook for background reading, and the QuantLib documentation for details on the QuantLib implementation.

Value

None, but side effects of displaying content.

Note

The interface might change in future release as QuantLib stabilises its own API.

Author(s)

Dirk Eddelbuettel [e-mail] for the R interface; the QuantLib Group for QuantLib

References

https://www.quantlib.org/ for details on QuantLib.

See Also

AmericanOptionImpliedVolatility, EuropeanOptionImpliedVolatility, AmericanOption,EuropeanOption, BinaryOption

Examples

impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100,
                                        volatility=0.4, 100, 0.01, 0.03, 0.5)
print(impVol)
summary(impVol)

RQuantLib documentation built on Nov. 27, 2023, 1:07 a.m.