public Date ImpliedExpiryDate(IOption option, IMarketCondition market, double targetPremium) { var timeIncrement = AnalyticalOptionPricerUtil.optionTimeToMaturityIncrement(option); var calculator = ConfigureCalculator(option, market, timeIncrement: timeIncrement); return(calculator.SolveExpiryDate(targetPremium)); }
public double ImpliedVolFromPremium(double targetPremium, VanillaOption option, MarketCondition market) { var timeIncrement = AnalyticalOptionPricerUtil.optionTimeToMaturityIncrement(option); var calculator = ConfigureCalculator(option, market, timeIncrement: timeIncrement); return(calculator.SolveVol(targetPremium)); }