Find BlackScholes volatility based on known interest rates and hazard rates, using an atthemoney 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 = 1e06,
max.iter = 100)

jump_process_vola 
Volatility of defaultfree 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 rootfinder halting condition 
max.iter 
Maximum number of rootfinder 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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