View source for Implied volatility p

[[Category:Financial library functions]]
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==Implied_volatility_p(S, X, T, r, p)==
Calculates the implied volatility of a put option, based on using the Black-Scholes formula for options.

Syntax:
:[[Implied_volatility_p]](S, X, T, r, p: atomic numeric)

Parameters:
;«S»: the price of security now
;«X»: the exercise price
;«T»: the time in years to exercise
;«r»: the risk-free interest rate
;«p»: the option price

==Library==
[[Financial library functions]] (add-in library)

==Example== 
:<code>Implied_volatility_p(50, 35, 4, 6%, 15) &rarr; 9.416e-001</code>

==See Also==
* [[Implied_volatility_c]]
* [[Calloption]]
* [[Capm]]
* [[Pvperp]]
* [[Wacc]]
* [[Financial library functions]]
* [[Financial functions]]