On Thu, 2011-08-18 at 16:51 -0400, financial engineer wrote:
> to solve for the implied volatility of an equity vanilla option
> (European/American), is my best bet to use the i m p l i e d V o l P r
> o b l e m ().
You can use the impliedVolatility() model of the VanillaOption class.
See test-suite/europeanoption.cpp for an example.
Luigi
--
I've finally learned what `upward compatible' means. It means we
get to keep all our old mistakes.
-- Dennie van Tassel
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