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));
}