plotImpliedVol: plotImpliedVol
In OUKUN0705/black76IV: Black76 model

plotImpliedVol takes a data frame, applies black76ImVoDF to calculate implied volatility and plot it against strike price and time to maturity.

1 2	plotImpliedVol(df, Ftdf, Kdf, typedf, Timedf, rdf, optionPricedf, sigma_ini = NULL, tol = 1e-04, maxiter = 20, phi = -70, theta = 5)

`df`	A dataframe.
`Ftdf`	Name of a columns in the dataframe corresponding to future price.
`Kdf`	Name of a columns in the dataframe corresponding to strike price.
`typedf`	Name of a columns in the dataframe corresponding to option type.
`Timedf`	Name of a columns in the dataframe corresponding to time to maturity.
`rdf`	Name of a columns in the dataframe corresponding to interest rate.
`optionPricedf`	Observed market option premium. Numeric object.
`sigma_ini`	Initial value for iteration in the Newton-Raphson method. Numeric object or NULL(default). If no value is provided, the sigma which maximizes Vega is choosen.
`tol`	Error tolerance of the interation step.
`maxiter`	Maximum number of iteration
`phi`	Angles defining the viewing the colatitude direction.
`theta`	Angles defining the viewing the azimuthal direction.

example(black76ImVoDF)
df2 <- df2[sample(x = 1:nrow(df2), size = 10), ]
head(df2)

plotImpliedVol(df = df2, Ftdf = 'Ft', Kdf = 'Strike', typedf = 'type',
              Timedf = 'Time', rdf = 'r', optionPricedf = 'optionPrice',
              tol = 1e-5, maxiter = 1000, phi = -70, theta = 5)