Find Black-Scholes volatility based on known interest rates and hazard rates, using an at-the-money put option at the given tenor to set the standard price.

1 2 3 4 5 6 | ```
equivalent_bs_vola_to_jump(jump_process_vola, time, const_short_rate = 0,
const_default_intensity = 0, discount_factor_fcn = function(T, t, ...) {
exp(-const_short_rate * (T - t)) }, survival_probability_fcn = function(T,
t, ...) { exp(-const_default_intensity * (T - t)) }, dividends = NULL,
borrow_cost = 0, dividend_rate = 0, relative_tolerance = 1e-06,
max.iter = 100)
``` |

`jump_process_vola` |
Volatility of default-free process |

`time` |
Time to expiration of associated option contracts |

`const_short_rate` |
A constant to use for the instantaneous interest rate in case |

`const_default_intensity` |
A constant to use for the instantaneous default intensity in case |

`discount_factor_fcn` |
A function for computing present values to
time |

`survival_probability_fcn` |
(Implied argument) A function for probability of survival, with
arguments |

`dividends` |
A |

`borrow_cost` |
A continuous rate for stock borrow costs |

`dividend_rate` |
A continuous accumulation rate for the stock, affecting the drift |

`relative_tolerance` |
Relative tolerance in instrument price defining the root-finder halting condition |

`max.iter` |
Maximum number of root-finder iterations allowed |

A scalar defaultable volatility of an option

Other Equity Independent Default Intensity: `american_implied_volatility`

,
`american`

,
`black_scholes_on_term_structures`

,
`blackscholes`

,
`equivalent_jump_vola_to_bs`

,
`implied_volatilities_with_rates_struct`

,
`implied_volatilities`

,
`implied_volatility_with_term_struct`

,
`implied_volatility`

Other Implied Volatilities: `american_implied_volatility`

,
`equivalent_jump_vola_to_bs`

,
`fit_variance_cumulation`

,
`implied_jump_process_volatility`

,
`implied_volatilities_with_rates_struct`

,
`implied_volatilities`

,
`implied_volatility_with_term_struct`

,
`implied_volatility`

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