On Tue, 2010-12-14 at 07:40 -0800, ElMariachi wrote:
> I've been unable to find an equity option implied vol function in the fx
> listing on the quantlib addin page - any advice?
I'm not exactly familiar with the addin functions, but I think there's
no specific function for fx---you have to use the same ones you use for
assets.
Luigi
--
When I was a boy of fourteen, my father was so ignorant I could hardly
stand to have the old man around. But when I got to be twenty-one, I
was astonished at how much the old man had learned in seven years.
-- Mark Twain
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