R/imp_vola.R
In veldanie/SuraStructuredNotes: Sura Asset Management Structured Products
Defines functions
imp_vola
imp_vola<-function(price, spot, strike, r, rf, tn, c_p="CALL",tipo_tasa = "nominal",interv=c(0,2)){
vol=uniroot(vola_obj,interval=interv, price=price, spot=spot, strike=strike, r=r, rf=rf, tn=tn, c_p=c_p,tipo_tasa=tipo_tasa)$root
return(vol)
}
veldanie/SuraStructuredNotes documentation built on March 27, 2022, 5:28 p.m.
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Defines functions imp_vola
imp_vola<-function(price, spot, strike, r, rf, tn, c_p="CALL",tipo_tasa = "nominal",interv=c(0,2)){
vol=uniroot(vola_obj,interval=interv, price=price, spot=spot, strike=strike, r=r, rf=rf, tn=tn, c_p=c_p,tipo_tasa=tipo_tasa)$root
return(vol)
}
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