7Vc@s'dZddlTdddYZdS(s2 Created on Thu Sep 17 18:38:11 2015 @author: ka i(t*t NewtonRaphsoncBs/eZdZdZdZdZdZRS(i g-C6*?c Cs`|dks$|dks$|dkr;dGH|||fGHdSt}|j|||} | d} |j|||| |||} d} xddkr[| d7} | tjkrdS|j|||| |||} | }| }| dkrdSt||tjkr| S|j||| |||}|j| ||| ||}| } |} qWdS(Nis"input parameter values is invalid.gg@iggh㈵>( tBlackScholesCalculatortinitVolatilitytgetValueRt MAX_TRY_LOOPtabstMIN_PREMIUM_DELTAtgetVegat adjVolatility(tselftpremiumt callOrPutt stockPricetstriket expiryYearst dividendYieldt riskfreeRatetbstloopVolatilitytprevVolatilityt loopPremiumtloopt newPrimiumt prevPrimiumt loopPrimiumtloopVegat newVolatility((s9/var/www/OptionsCentralService/app/model/NewtonRaphson.pytcalculateVolatilitys0$  ! ! cCs&tjdtj|||}|S(Ng@(tmathtsqrttpi(R R RtprimiumtinitVol((s9/var/www/OptionsCentralService/app/model/NewtonRaphson.pyR1s"cCsIt|dkr'||||}n|||||||}|S(Ng-C6?(R(R RRRRRR tnewVol((s9/var/www/OptionsCentralService/app/model/NewtonRaphson.pyR 5s (t__name__t __module__RRRRR (((s9/var/www/OptionsCentralService/app/model/NewtonRaphson.pyR s  ! N((t__doc__t app.model.BlackScholesCalculatorR(((s9/var/www/OptionsCentralService/app/model/NewtonRaphson.pyts