Docstrings show
>>> import py_vollib.black.implied_volatility
>>> import py_vollib_vectorized
>>> price = 0.10
>>> F = 95
>>> K = [100, 90]
>>> t = .2
>>> r = .2
>>> flag = ['c', 'p']
>>> py_vollib.black.implied_volatility.implied_volatility(price, F, K, r, t, flag, return_as='numpy')
array([0.02621257, 0.12585767])
>>> py_vollib_vectorized.vectorized_implied_volatility_black(price, F, K, r, t, flag, return_as='numpy') # equivalent
array([0.02621257, 0.12585767])
for vectorized_implied_volatility_black
Running it locally,
i'm getting
price = 0.10
F = 95
K = [100, 90]
r = 0.2
t = 0.2
flag = ["c", "p"]
print(py_vollib_vectorized.vectorized_implied_volatility_black(
price, F, K, r, t, flag, return_as="numpy"))
print(py_vollib.black.implied_volatility.implied_volatility(
price, F, K, r, t, flag, return_as="numpy"))
[0.07758129 0.08177732]
[0.07758129 0.08177732]
Docstrings show
for vectorized_implied_volatility_black
Running it locally,
i'm getting