B&S ImpliedVolatilty for a put

finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

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Open loogies06 opened 7 years ago

loogies06 commented 7 years ago

Hello,

Is it possible to have implied volatilty for a put ? AnalyticFormulas.blackScholesOptionImpliedVolatility

Currently it is only available for a call.

Thanks, Luc

cfries commented 7 years ago

Yes. Until then: You may use put call parity first, then call the function.