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