black-scholes-model/lib/src/impliedVolatility.d.ts

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

declare type ImpliedVolatilityReturnType = number;
interface IImpliedVolatility {
    S: number;
    K: number;
    t: number;
    rf: number;
    derivativePrice: number;
    type: 'call' | 'put';
    lowStartVol?: number;
    highStartVol?: number;
    tolerance?: number;
    iteration?: number;
}
export declare const impliedVolatility: (params: IImpliedVolatility) => ImpliedVolatilityReturnType;
export {};
//# sourceMappingURL=impliedVolatility.d.ts.map