Bugs item #507850, was opened at 2002-01-23 22:19
You can respond by visiting:
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: QuantlibPython IV func crashes python
Initial Comment:
When the impl vol call is made with a value less
than or equal to parity (which is often the case for
bids in the marketplace), The Quantlibc.so library
crashes which crashes my python process as well.
This should have some boundary checking and return
0 or -1 if it is outside the boundaries.
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