Find defaultfree volatilities based on known interest rates and hazard rates, using a given option price.
1 2 3 4  implied_volatilities(option_price, callput, S0, K, r, time,
const_default_intensity = 0, divrate = 0, borrow_cost = 0,
dividends = NULL, relative_tolerance = 1e06, max.iter = 100,
max_vola = 4)

option_price 
Present option values (may be a vector) 
callput 
1 for calls, 1 for puts (may be a vector) 
S0 
initial underlying price (may be a vector) 
K 
strike (may be a vector) 
r 
riskfree interest rate (may be a vector) 
time 
Time from 
const_default_intensity 
hazard rate of underlying default (may be a vector) 
divrate 
A continuous rate for dividends and other cashflows such as foreign interest rates (may be a vector) 
borrow_cost 
A continuous rate for stock borrow costs (may be a vector) 
dividends 
A 
relative_tolerance 
Relative tolerance in option price to achieve before halting the search 
max.iter 
Number of iterations to try before abandoning the search 
max_vola 
Maximum volatility to try in the search 
... 
Arguments passed to 
Scalar volatilities
Other Equity Independent Default Intensity: american_implied_volatility
,
american
,
black_scholes_on_term_structures
,
blackscholes
,
equivalent_bs_vola_to_jump
,
equivalent_jump_vola_to_bs
,
implied_volatilities_with_rates_struct
,
implied_volatility_with_term_struct
,
implied_volatility
Other European Options: black_scholes_on_term_structures
,
blackscholes
,
implied_volatilities_with_rates_struct
,
implied_volatility_with_term_struct
,
implied_volatility
Other Implied Volatilities: american_implied_volatility
,
equivalent_bs_vola_to_jump
,
equivalent_jump_vola_to_bs
,
fit_variance_cumulation
,
implied_jump_process_volatility
,
implied_volatilities_with_rates_struct
,
implied_volatility_with_term_struct
,
implied_volatility
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