Update bsm.py

Jimmy-INL · Apr 8, 2021 · 1c525c4 · 1c525c4
1 parent 4b4b86f
commit 1c525c4
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pyfeng/bsm.py b/pyfeng/bsm.py
@@ -418,7 +418,7 @@ def theta(self, strike, spot, texp, cp=1):
     def impvol(self, price_in, strike, spot, texp, cp=1, setval=False):
         spot = self.disp_spot(spot)
         strike = self.disp_strike(strike, texp)
-        sigma = (1/self.beta)*super().impvol(self.beta*price_in, strike, spot, texp, cp=cp, setval=setval)
+        sigma = (1/self.beta)*super().impvol(self.beta*price_in, strike, spot, texp, cp=cp, setval=False)
         if setval:
             self.sigma = sigma
         return sigma