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Fix doc
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quantflow/options/bs.py

Lines changed: 6 additions & 4 deletions
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@@ -21,9 +21,10 @@ class ImpliedVols(NamedTuple):
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"""Result of root finding algorithm"""
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values: FloatArray
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"""The implied volatilities in decimals (0.2 for 20%)"""
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"""Array of implied volatilities in decimals (0.2 for 20%)"""
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converged: BoolArray
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"""Whether the root finding algorithm converged"""
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"""Array indicating whether the root finding algorithm converged for each
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implied volatility"""
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def single(self) -> ImpliedVol:
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"""Return the first implied volatility and convergence status a
@@ -194,8 +195,9 @@ def implied_black_volatility(
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) -> ImpliedVols:
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"""Calculate the implied black volatility via Newton's method
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It returns a scipy `RootResults` object which contains the implied volatility
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in the `root` attribute. Implied volatility is in decimals (0.2 for 20%).
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It returns a [ImpliedVols][quantflow.options.bs.ImpliedVols] object which
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contains the implied volatility and convergence status.
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Implied volatility is in decimals (0.2 for 20%).
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"""
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if not np.isscalar(k) and np.isscalar(initial_sigma):
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initial_sigma = np.full_like(k, initial_sigma)

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