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

Package details

AuthorMingyue Hu
MaintainerMingyue Hu <[email protected]>
LicenseMIT
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Mingyue-Hu/VolBlack76")
Mingyue-Hu/VolBlack76 documentation built on Oct. 30, 2019, 9:29 p.m.