ImpliedVolatility Class

Evaluation of the implied volatility for European (call or put) options on stocks, index, currencies or futures.

For a list of all members of this type, see ImpliedVolatility Members.

System.Object
   ImpliedVolatility

Remarks

Remark: In order to solve the formulae resulting from the Back-Scholes analysis we have applied a numerical procedures known as Ridders method with a precision of 10E-6.

Requirements

Namespace: Options

Assembly: WebCab.Options (in WebCab.Options.dll)

See Also

ImpliedVolatility Members | Options Namespace