tweaks

src/util.ts

@@ -22,7 +22,7 @@ function erf(x) {
 }
 
 // produced by ChatGPT
-export function calculateImpliedVolatility(optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate, optionType, maxIterations = 100, tolerance = 0.0001) {
+export function calculateImpliedVolatility({optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate=0.03, optionType='call', maxIterations = 100, tolerance = 0.0001}) {
   let iv = 0.5; // Initial guess for implied volatility
   let epsilon = 1e-6; // Small value to avoid division by zero
   
@@ -76,7 +76,7 @@ const timeToExpiration = 0.25; // Example time to expiration (in years)
 const riskFreeRate = 0.03; // Example risk-free interest rate
 const optionType = 'call'; // Example option type ('call' or 'put')
 
-const impliedVolatility = calculateImpliedVolatility(optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate, optionType);
+const impliedVolatility = calculateImpliedVolatility({optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate, optionType});
 console.log('Implied Volatility:', impliedVolatility);
 */