_fprime is not correct when computing implied volatility

[xuewei4d]

return self.S*sqrt(self.T)*norm.pdf(d1)*exp(-self.r*self.T)

fprime is not correct, it should be

return self.S*sqrt(self.T)*norm.pdf(d1)*exp(-self.q*self.T)

[mcdallas]

hey @xuewei4d could you provide a source for this formula? From a quick search online looks like the current implementation is correct source

[xuewei4d]

imo, to compute iv using newton method, fprime is just vega. So according to the wikipedia, it should have exp(-q * t)

[foobash]

Which one is right?