def calculateVolatility(self, primium, type, stockPrice, strike, expiryYears, riskfreeRate):
if stockPrice <= 0 or primium <= 0 or expiryYears <= 0:
return 0
bs = BlackScholesCalculator()
loopVolatility = self.initVolatility(stockPrice, expiryYears, primium)
prevVolatility = loopVolatility / 2.0
loopPremium = bs.getValue(type, stockPrice, strike, prevVolatility, expiryYears, riskfreeRate)
loop = 0
while (1 == 1):
loop += 1
if loop > 1000: return -1
newPrimium = bs.getValue(type, stockPrice, strike, loopVolatility, expiryYears, riskfreeRate)
prevPrimium = loopPremium
loopPrimium = newPrimium
if newPrimium < 0.00001: return -1
var1 = loopPrimium - primium
if (abs(loopPrimium - primium) <= 0.01):
return loopVolatility
loopVega = bs.getVega(stockPrice, strike, loopVolatility, expiryYears, riskfreeRate)
newVolatility = self.adjVolatility(loopVolatility, loopPrimium, loopVega, prevVolatility, prevPrimium, primium)
prevVolatility = loopVolatility
loopVolatility = newVolatility
theta = bs.getTheta(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "theta of call:", theta
rho = bs.getRho(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "rho of call:", rho
print
opt = EuropeanOptions("put", 100.0, 100.0, 0.35607, 1, 0.02)
value = bs.getValue(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "value of put:", value
delta = bs.getDelta(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "delta of put:", delta
theta = bs.getTheta(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "theta of put:", theta
rho = bs.getRho(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "rho of put:", rho
print
gamma = bs.getGamma(opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "gamma:", gamma
vega = bs.getVega(opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "vega:", vega
