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Implied volatility for futures options from Black model

`Volatility = blkipmv(Price,Strike,Rate,Time,Value)`

`Volatility = blkimpv(___,Limit,Tolerance,Class)`

computes
the implied volatility of a futures price from the market value of
European futures options using Black's model.`Volatility`

= blkipmv(`Price`

,`Strike`

,`Rate`

,`Time`

,`Value`

)

Ensure that |

adds
optional arguments for `Volatility`

= blkimpv(___,`Limit`

,`Tolerance`

,`Class`

)`Limit`

, `Tolerance`

,
and `Class`

.

Hull, John C. *Options, Futures, and Other Derivatives.* *5th
edition*, Prentice Hall, , 2003, pp. 287–288.

Black, Fischer. "The Pricing of Commodity Contracts." *Journal
of Financial Economics.* March 3, 1976, pp. 167–79.

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