From 70fac00339ffffcc1ea3ff4bb125192c5ba4b88c Mon Sep 17 00:00:00 2001
From: hudde <hudde@rac27177.rheinahrcampus.de>
Date: Sun, 25 Feb 2024 11:27:15 +0100
Subject: [PATCH] #5

---
 R/Implied_Volatility.R    | 11 +++++++++++
 man/Implied_Volatility.Rd | 10 +++++++++-
 2 files changed, 20 insertions(+), 1 deletion(-)

diff --git a/R/Implied_Volatility.R b/R/Implied_Volatility.R
index 09285d0..4136814 100644
--- a/R/Implied_Volatility.R
+++ b/R/Implied_Volatility.R
@@ -1,6 +1,17 @@
 #' @title
 #' Computes the implied volatility for various options via Newton's method
 #'
+#' @description
+#' If the value of an option, and other (model)parameters like the risk-free
+#' interest rate, the time-to-maturity, and the dividend yield are known, the
+#' assumed volatility of the underlying asset, the *implied volatility* can be
+#' inferred.
+#' See Hull (2022).
+#'
+#' @references
+#' Hull, J. C. (2022). Options, futures, and other derivatives (11th Edition).
+#' Pearson
+#'
 #' @export
 #'
 #' @seealso [BS_Implied_Volatility] for the special case
diff --git a/man/Implied_Volatility.Rd b/man/Implied_Volatility.Rd
index 162acd1..e7f3603 100644
--- a/man/Implied_Volatility.Rd
+++ b/man/Implied_Volatility.Rd
@@ -66,12 +66,20 @@ Named vector containing the values of the Greeks specified in the
 parameter \code{greek}.
 }
 \description{
-Computes the implied volatility for various options via Newton's method
+If the value of an option, and other (model)parameters like the risk-free
+interest rate, the time-to-maturity, and the dividend yield are known, the
+assumed volatility of the underlying asset, the \emph{implied volatility} can be
+inferred.
+See Hull (2022).
 }
 \examples{
 Implied_Volatility(15, r = 0.05, option_type = "Asian",
 payoff = "call")
 }
+\references{
+Hull, J. C. (2022). Options, futures, and other derivatives (11th Edition).
+Pearson
+}
 \seealso{
 \link{BS_Implied_Volatility} for the special case
 option_type = "European" and payoff in c("call", "put")