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)