private double impliedVolatilityFunction(double x)
{
var BS = new BlackSholes(stock, strike, maturity, t, x, r);
double f = BS.BlackSholesFunction() - price;
return(f);
}
public static void Main(string[] args)
{
double stock = 20790;
double strike = 20500;
double maturity = 0.08767;
double start = 0.0;
double sigma = 0.1655;
double rate = 0.00075;
double initialIV = 0.15;
double price = 0.1;
//var Bs = new BlackSholes(110.0, 105, 1, 0, 0.05, 0.001);
var Bs = new BlackSholes(stock, strike, maturity, start, sigma, rate);
price = Bs.BlackSholesFunction();
var IV = new ImpliedVolatility(price, stock, strike, maturity, start, rate, initialIV);
double result = IV.calcIV();
Console.WriteLine(result);
}
