Determine implied volatility using RollGeskeWhaley option pricing model for American call option
Volatility = impvbyrgw(RateSpec,
StockSpec, Settle,
Maturity, Strike, OptPrice, 'Name1',
Value1...)
 The annualized continuously compounded rate term structure.
For information on the interest rate specification, see  
 Stock specification. See  

 

 

 

 
 
 (Optional) Positive scalar representing the upper bound
of the implied volatility search interval. Default is  
 (Optional) Positive scalar implied volatility termination
tolerance. Default is 
Volatility = impvbyrgw(RateSpec,
StockSpec, Settle,
computes implied volatility using the RollGeskeWhaley
option pricing model.
Maturity, Strike, OptPrice, 'Name1',
Value1...)
Volatility
is a NINST
by1
vector
of expected implied volatility values. If no solution is found, a NaN
is
returned.
Note:
