Esempi in C# (CSharp) per com.opengamma.strata.pricer.impl.option NormalFormulaRepository.impliedVolatility

Esempio n. 1

 private double impliedVolatility(NormalFunctionData data, EuropeanVanillaOption option, double price)
 {
     return(NormalFormulaRepository.impliedVolatility(price, data.Forward, option.Strike, option.TimeToExpiry, data.NormalVolatility, data.Numeraire, option.PutCall));
 }