Description Usage Arguments Details Value Note Author(s) References See Also Examples
This class forms the basis from which the more specific classes are derived.
1 2 3 4 |
x |
Any option-price implied volatility object derived from this base class |
object |
Any option-price implied volatility object derived from this base class |
digits |
Number of digits of precision shown |
... |
Further arguments |
Please see any decent Finance textbook for background reading, and the
QuantLib
documentation for details on the QuantLib
implementation.
None, but side effects of displaying content.
The interface might change in future release as QuantLib
stabilises its own API.
Dirk Eddelbuettel edd@debian.org for the R interface;
the QuantLib Group for QuantLib
http://quantlib.org for details on QuantLib
.
AmericanOptionImpliedVolatility
,
EuropeanOptionImpliedVolatility
,
AmericanOption
,EuropeanOption
,
BinaryOption
1 2 3 4 | impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100,
volatility=0.4, 100, 0.01, 0.03, 0.5)
print(impVol)
summary(impVol)
|
sh: 1: cannot create /dev/null: Permission denied
[1] 0.3805953
attr(,"class")
[1] "EuropeanOptionImpliedVolatility" "ImpliedVolatility"
Min. 1st Qu. Median Mean 3rd Qu. Max.
0.3806 0.3806 0.3806 0.3806 0.3806 0.3806
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