Hi,
you can use the impliedVolatility() method of the VanillaOption class. See for instance test-suite/europeanoption.cpp, in particular the EuropeanOptionTest::testImpliedVol() method.
Luigi
On Tue, Sep 20, 2016 at 2:43 PM Александр Проскурин <
[hidden email]> wrote:
Hi , I have all parametres of BSM model except implied volatility. So, having value of option I'd like to find what implied volatility was used for calculation. How can I solve that with QuantLib? Thanks
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