From 9df447ad486307edb5b844bbcb14b770d836544d Mon Sep 17 00:00:00 2001
From: "vn.py" <vn.py@foxmail.com>
Date: Thu, 1 Feb 2018 16:26:25 +0800
Subject: [PATCH] [Fix]Close #710

---
 vnpy/pricing/black.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/vnpy/pricing/black.py b/vnpy/pricing/black.py
index 7649c409..a2067e58 100644
--- a/vnpy/pricing/black.py
+++ b/vnpy/pricing/black.py
@@ -112,7 +112,7 @@ def calculateImpv(price, f, k, r, t, cp):
     
     if cp == 1 and (price > (f - k) * exp(-r * t)):
         meet = True
-    elif cp == -1 and (price > k * exp(-r * t) - f):
+    elif cp == -1 and (price > k - f):
         meet = True
     
     # 若不满足最小价值，则直接返回0