(C# SWIG) - Where is ImpliedVolatilityHelper?

[Grant Birchmeier]

I'm trying to figure out how to compute the volatility (Black-Scholes
style) given spot/strike/intRate/maturity/callvalue.  Looks like
ImpliedVolatilityHelper is the way to go.

But I can't find it.  The docs say it exists, but my intellisense
isn't picking it up, and VC compiler is not finding the typename.

I'm able to use other QuantLib types in the same file just fine.

Any help would be appreciated.
-Grant

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[Luigi Ballabio]

On Thu, 2009-03-19 at 12:18 -0500, Grant Birchmeier wrote:
> I'm trying to figure out how to compute the volatility (Black-Scholes
> style) given spot/strike/intRate/maturity/callvalue.  Looks like
> ImpliedVolatilityHelper is the way to go.
>
> But I can't find it.

That's because it's just an internal helper class in the C++ calculation
and it's not exported to C#.  The correct way is to call the
impliedVolatility() method on your option instance.

Luigi



--

Testing can never demonstrate the absence of errors in software, only
their presence.
-- W.E. Dijkstra



------------------------------------------------------------------------------
Apps built with the Adobe(R) Flex(R) framework and Flex Builder(TM) are
powering Web 2.0 with engaging, cross-platform capabilities. Quickly and
easily build your RIAs with Flex Builder, the Eclipse(TM)based development
software that enables intelligent coding and step-through debugging.
Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com
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[Grant Birchmeier]

Thanks, I did figure out the correct way.

Is it possible to update the docs so to indicate that this is not a
user function?  This was a red herring for me while I was trying to
figure out how to compute volatility.

-Grant


On Fri, Mar 20, 2009 at 5:02 AM, Luigi Ballabio
<[hidden email]> wrote:

> On Thu, 2009-03-19 at 12:18 -0500, Grant Birchmeier wrote:
>> I'm trying to figure out how to compute the volatility (Black-Scholes
>> style) given spot/strike/intRate/maturity/callvalue.  Looks like
>> ImpliedVolatilityHelper is the way to go.
>>
>> But I can't find it.
>
> That's because it's just an internal helper class in the C++ calculation
> and it's not exported to C#.  The correct way is to call the
> impliedVolatility() method on your option instance.
>
> Luigi
>
>
>
> --
>
> Testing can never demonstrate the absence of errors in software, only
> their presence.
> -- W.E. Dijkstra
>
>
>

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easily build your RIAs with Flex Builder, the Eclipse(TM)based development
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Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com
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[Luigi Ballabio]

On Fri, 2009-03-20 at 09:39 -0500, Grant Birchmeier wrote:
> Is it possible to update the docs so to indicate that this is not a
> user function?  This was a red herring for me while I was trying to
> figure out how to compute volatility.

Done, thanks for the report.

Luigi


--

Don't let school get in the way of your education.
-- Mark Twain



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Apps built with the Adobe(R) Flex(R) framework and Flex Builder(TM) are
powering Web 2.0 with engaging, cross-platform capabilities. Quickly and
easily build your RIAs with Flex Builder, the Eclipse(TM)based development
software that enables intelligent coding and step-through debugging.
Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com
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