yassinemaaroufi / MibianLib

Python Options Pricing Library
http://code.mibian.net
254 stars 77 forks source link

Question about Parameter volatility #14

Open PriyankSinghal90 opened 2 years ago

PriyankSinghal90 commented 2 years ago

In this c = mibian.BS([1.4565, 1.45, 1, 30], volatility=20)

volatility means implied Volatility ? Or Something else?