Mingyue-Hu/VolBlack76: Calculate the implied vol for European options and graph
Firstly compute implied volatilities using Black76 model for European options, and plot implied vol vs strike for call options and put options respectively.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Mingyue Hu |
| Maintainer | Mingyue Hu <mingyueh97@gmail.com> |
| License | MIT |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
