public static double ImpliedVolatility(double S, double X, double t, double r, double P, EOptionType OptionType, EPutCall PutCall, EOptionPrice Method, int n, double Eps)
{
double num1 = 0.0;
double num2 = 10.0;
double num3 = 0.0;
double s = 0.0;
while (Math.Abs(num2 - num1) > Eps)
{
s = num1 + (num2 - num1) / 2.0;
switch (Method)
{
case EOptionPrice.BlackScholes:
num3 = FinMath.BS(S, X, t, s, r, PutCall);
break;
case EOptionPrice.Binomial:
num3 = FinMath.BM(S, X, t, s, r, PutCall, n);
break;
case EOptionPrice.MonteCarlo:
num3 = FinMath.MC(S, X, t, s, r, PutCall, n);
break;
}
if (num3 > P)
{
num2 = s;
}
else
{
num1 = s;
}
}
return(s);
}