def implied_volatility_of_embedded_call(self):
embedded_call_price = self.embedded_call_price()
v_starter = float(0.01)
incr = float(0.0001)
return round(
implied_volatility(
self.duration_in_days(),
self.issue_price,
self.issue_price,
v_starter,
self.annual_interest,
embedded_call_price,
incr,
),
2,
)
def test_implied_volatility(self):
v_starter = float(.001)
incr = float(.0001)
self.assertEqual(
round(implied_volatility(60,45,50,v_starter,.1, .7746,incr),2),
.3)
