Implied Volatility

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Implied Volatility

Dave Yao
Hello:

I am new to Quantlib. Is there a way you can get implied volatility without doing back solving yourself?

David Yao



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Re: Implied Volatility

Luigi Ballabio
On Thu, 2006-10-12 at 10:52 -0500, Dave Yao wrote:
> Is there a way you can get implied volatility without doing back solving yourself?

It depends. What kind of implied volatility are you referring to? Equity
option? Swaption? Cap?

Later,
        Luigi


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Everything that can be invented has been invented.
-- Charles Duell, Director of U.S. Patent Office, 1899