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solve_digital_iv

Function solve_digital_iv 

Source
fn solve_digital_iv(
    spot: f64,
    strike: f64,
    tte_years: f64,
    target_prob: f64,
) -> Option<f64>
Expand description

Solve for the Black-Scholes implied volatility of a digital call option given its market probability. Returns None if the inversion fails.