/**
 * @file greeks.ts
 * @description Determine implied volatility of options based on their prices.
 * @author astra <astra@volare.finance>
 * @date 2022
 */
/**
 * @description Calculate a close estimate of implied volatility given an option price.  A binary search type approach is used to determine the implied volatility.
 * @param {Number} expectedCost The market price of the option
 * @param {Number} s Current price of the underlying
 * @param {Number} k Strike price
 * @param {Number} t Time to expatriation in years
 * @param {Number} r Annual risk-free interest rate as a decimal
 * @param {Boolean} isPut The type of option priced
 * @param {Number} [estimate=.1] An initial estimate of implied volatility
 * @returns {Number} The implied volatility estimate
 */
export declare function getImpliedVolatility(expectedCost: number, s: number, k: number, t: number, r: number, isPut: boolean, estimate?: number): number;