Find default-free 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 = 1e-06, 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` |
risk-free 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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