wip

kyosenergy · Feb 2, 2024 · 2df5f20 · 2df5f20
1 parent 8cd5371
commit 2df5f20
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/src/Black76.php b/src/Black76.php
@@ -128,7 +128,7 @@ private function impliedVolaUsingBisection(
             $volBisection = $volMin + ($volMax - $volMin) * ($marketPrice - $valueMin) / ($valueMax - $valueMin);
 
             // If the true implied volatility is outside of the interval [0.00001;5], the condition below ensures that it will be set to the closest bound
-            $volGuess = max($volMin, min($volBisection, $volMax))
+            $volGuess = max($volMin, min($volBisection, $volMax));
             $valueGuess = $this->getValues($type, $underlyingPrice, $strikePrice, $timeToMaturity, $volGuess)['value'];
 
             if ($valueGuess < $marketPrice) {