[quantlibXL 0.3.13] New user Q: what sequence of calls gets me the BS implied volatility of a european call, given its price?

[John McMahon-2]

Under the documentation category 'volatilities' I only see a constant
volatility object and a vol surface object.
How would I, say, apply the Newton Raphon method for a known set of market
mid-prices, expiries, strikes.

thanks in advance,
John McMahon




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