File tree Expand file tree Collapse file tree 1 file changed +6
-4
lines changed
Expand file tree Collapse file tree 1 file changed +6
-4
lines changed Original file line number Diff line number Diff line change @@ -21,9 +21,10 @@ class ImpliedVols(NamedTuple):
2121 """Result of root finding algorithm"""
2222
2323 values : FloatArray
24- """The implied volatilities in decimals (0.2 for 20%)"""
24+ """Array of implied volatilities in decimals (0.2 for 20%)"""
2525 converged : BoolArray
26- """Whether the root finding algorithm converged"""
26+ """Array indicating whether the root finding algorithm converged for each
27+ implied volatility"""
2728
2829 def single (self ) -> ImpliedVol :
2930 """Return the first implied volatility and convergence status a
@@ -194,8 +195,9 @@ def implied_black_volatility(
194195) -> ImpliedVols :
195196 """Calculate the implied black volatility via Newton's method
196197
197- It returns a scipy `RootResults` object which contains the implied volatility
198- in the `root` attribute. Implied volatility is in decimals (0.2 for 20%).
198+ It returns a [ImpliedVols][quantflow.options.bs.ImpliedVols] object which
199+ contains the implied volatility and convergence status.
200+ Implied volatility is in decimals (0.2 for 20%).
199201 """
200202 if not np .isscalar (k ) and np .isscalar (initial_sigma ):
201203 initial_sigma = np .full_like (k , initial_sigma )
You can’t perform that action at this time.
0 commit comments