[ quantlib-Bugs-545734 ] impliedVolatility when exdivdate==today

Posted by SourceForge.net on Apr 19, 2002; 1:23am
URL: http://quantlib.414.s1.nabble.com/quantlib-Bugs-545734-impliedVolatility-when-exdivdate-today-tp10050.html

Bugs item #545734, was opened at 2002-04-18 10:17
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: impliedVolatility when exdivdate==today

Initial Comment:
FdDividendAmericanOption::impliedVolatility fails,
printing "out of memory", if the first exdividend date
is zero, i.e. today.

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