finmath/finmath-lib

B&S ImpliedVolatilty for a put

loogies06 opened this issue · 1 comments

loogies06 commented

Hello,

Is it possible to have implied volatilty for a put ?
AnalyticFormulas.blackScholesOptionImpliedVolatility

Currently it is only available for a call.

Thanks,
Luc

cfries commented

Yes. Until then: You may use put call parity first, then call the function.