Closed Jakobovski closed 9 years ago
Hi
There's a function for the volatility already. But can always add your own if it bring added value.
Keep in mind that the library is open source which means that you can modify as you wish.
Best regards
Yassine On Nov 26, 2014 4:49 AM, "Zohar Jackson" notifications@github.com wrote:
Hi,
Would you be interested in me adding a function to calculate an options volatility?
— Reply to this email directly or view it on GitHub https://github.com/yassinemaaroufi/MibianLib/issues/3.
As far as I can tell there is a function to calculate the implied volatility. But I am interested in calculating the actual volatility. No worries I will just modify myself.
Hi,
Would you be interested in me adding a function to calculate an options volatility?