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yassinemaaroufi / MibianLib

Python Options Pricing Library
http://code.mibian.net
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impliedVolatility() fails to calc a .callPrice when mid <= 0.00001 #1

Closed smickles closed 12 years ago

smickles commented 12 years ago

impliedVolatility() simply fails to calc a .callPrice when mid happens to be <= 0.00001.

this assumes that it is better to function than have such an infinitesimal level of accuracy for the value of mid