quantlib.pricingengines.blackformula.blackFormulaImpliedStdDev¶
- blackFormulaImpliedStdDev(OptionType cp, Real strike, Real forward, Real blackPrice, Real discount, Real TTM, guess=None, Real displacement=0.0, Real accuracy=1.e-5, Natural maxIterations=100)¶
Implied volatility calculation
Implied volatility of an European vanilla option, with estimate of initial guess