Hello,
Iam a new quantlib user.Please excuse
me for my navie question.
I want to implement volatility rate between
different times like 1 week, 2 weeks, 3 weeks, 1 month…..in any options
like European, American…
I have some predefined inputs which are
hard coded values. We need to implement volatility. Please give me guidance to
implement volatility.
Awaiting for your reply.
Thanks in Advance
Ramesh.
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