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Methods in com.walkfares.function.vollib that throw VolatilityValueException
Modifier and Type |
Method |
Description |
static double |
VolLib.implied_volatility_from_a_transformed_rational_guess(double price,
double F,
double K,
double T,
double q) |
|
static double |
VolLib.implied_volatility_from_a_transformed_rational_guess_with_limited_iterations(double price,
double F,
double K,
double T,
double q,
int N) |
|
static double |
VolLib.normalised_implied_volatility_from_a_transformed_rational_guess(double beta,
double x,
double q) |
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static double |
VolLib.normalised_implied_volatility_from_a_transformed_rational_guess_with_limited_iterations(double beta,
double x,
double q,
int N) |
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