GenericImpliedVolatiltySolver (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.impl.option.GenericImpliedVolatiltySolver

```
public class GenericImpliedVolatiltySolver
extends Object
```
Finds an implied volatility (a parameter that put into a model gives the market pirce of an option) for any option pricing model that has a 'volatility' parameter. This included the Black-Scholes-Merton model (and derivatives) for European options and Barone-Adesi & Whaley and Bjeksund and Stensland for American options.

Constructor Summary

Constructors
Constructor	Description
`GenericImpliedVolatiltySolver(Function<Double,double[]> priceAndVegaFunc)`	Creates an instance.
`GenericImpliedVolatiltySolver(Function<Double,Double> priceFunc, Function<Double,Double> vegaFunc)`	Creates an instance.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`impliedVolatility(double optionPrice)`	Computes the implied volatility.
`double`	`impliedVolatility(double optionPrice, double volGuess)`	Computes the implied volatility.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - GenericImpliedVolatiltySolver
```
public GenericImpliedVolatiltySolver(Function<Double,double[]> priceAndVegaFunc)
```
    Creates an instance.
    
    Parameters:
    
    priceAndVegaFunc - the combined price and vega function
  - GenericImpliedVolatiltySolver
```
public GenericImpliedVolatiltySolver(Function<Double,Double> priceFunc,
                                     Function<Double,Double> vegaFunc)
```
    Creates an instance.
    
    Parameters:
    
    priceFunc - the pricing function
    
    vegaFunc - the vega function
- Method Detail
  - impliedVolatility
```
public double impliedVolatility(double optionPrice)
```
    Computes the implied volatility.
    
    Parameters:
    
    optionPrice - the option price
    
    Returns:
    
    the volatility
  - impliedVolatility
```
public double impliedVolatility(double optionPrice,
                                double volGuess)
```
    Computes the implied volatility.
    
    Parameters:
    
    optionPrice - the option price
    
    volGuess - the initial guess
    
    Returns:
    
    the volatility