ImpliedVolatility {RQuantLib} | R Documentation

## Base class for option-price implied volatility evalution

### Description

This class forms the basis from which the more specific classes are derived.

### Usage

    ## S3 method for class 'ImpliedVolatility':
    print
    ## S3 method for class 'ImpliedVolatility':
    summary

### Arguments

`` | Any option-price implied volatility object derived from this base class

### Details

Please see any decent Finance textbook for background reading, and the `QuantLib` documentation for details on the `QuantLib` implementation.

### Value

None, but side effects of displaying content.

### Note

The interface might change in future release as `QuantLib` stabilises its own API.

### Author(s)

Dirk Eddelbuettel edd@debian.org for the R interface; the QuantLib Group for `QuantLib`

### References

http://quantlib.org for details on `QuantLib`.

### See Also

`AmericanOptionImpliedVolatility`, `EuropeanOptionImpliedVolatility`, `AmericanOption`,`EuropeanOption`, `BinaryOption`

### Examples

    impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100, volatility=0.4, 100, 0.01, 0.03, 0.5)
    print(impVol)
    summary(impVol)

[Package RQuantLib version 0.2.7 Index]