Description Usage Arguments Details
Find implied volatility given the option price using the generalized Black Scholes model. "Generalized" means that the asset can have a continuous dividend yield.
1 2 3 4 5 6 7 8 9 10 11 12  GenBSImplied(
s,
X,
r,
price,
t,
div_yield,
PutOpt = FALSE,
toler = 1e06,
max.iter = 100,
convergence = 1e08
)

s 
the spot price of the asset (the stock price for options on stocks) 
X 
the exercise or strike price of the option 
r 
the continuously compounded rate of interest in decimal (0.10 or 10e2 for 10%)
(use 
price 
the price of the option 
t 
the maturity of the option in years 
div_yield 
the continuously compounded dividend yield (0.05 or 5e2 for 5%)
(use 
PutOpt 

toler 
passed on to 
max.iter 
passed on to 
convergence 
passed on to 
GenBSImplied
calls newton.raphson.root
and
if that fails uniroot
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