Feature Requests item #820783, was opened at 2003-10-09 20:03
Message generated for change (Comment added) made by lballabio
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>Status: Closed
Priority: 5
Submitted By: amar singh (asd2003)
Assigned to: Nobody/Anonymous (nobody)
Summary: Add method for getting implied volatility in caplet
Initial Comment:
To add a method 'impliedvolatility' in the cap or
associated classes, to be able to calculate implied
volatility for a caplet.
Thanks!
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Comment By: Luigi Ballabio (lballabio)
Date: 2003-10-30 17:12
Message:
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The feature is now implemented in CVS and will be available in the
next library release.
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