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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Interest rate on Black-Scholes?
Author Topic: Interest rate on Black-Scholes? (1 messages, Page 1 of 1)

ropester
-Interested User-
Posts: 10
Joined: Feb 24, 2008


Posted: Mar 30, 2008 11:38 AM          Msg. 1 of 1
Does anyone know what interest rate i should be using when calculating call/put implied volatility through Black-Scholes? I am using the 10 Yr T-Note right now but notice that several sites are all using different ones...

thanks
S
 

 

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