nautilus_model::python::data::greeks

Function py_imply_vol

Source 
pub fn py_imply_vol(
    s: f64,
    r: f64,
    b: f64,
    is_call: bool,
    k: f64,
    t: f64,
    price: f64,
) -> PyResult<f64>
Expand description

Computes the implied volatility for an option given its parameters and market price.

ยงErrors

Returns a PyErr if implied volatility calculation fails.