Posted by
Luigi Ballabio on
Jan 23, 2008; 5:08pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-14166-trunk-QuantLib-tp11584.html
On Wed, 2008-01-23 at 08:25 -0800,
[hidden email] wrote:
> Revision: 14166
>
http://quantlib.svn.sourceforge.net/quantlib/?rev=14166&view=rev> Author: nando
> Date: 2008-01-23 08:25:24 -0800 (Wed, 23 Jan 2008)
>
> Log Message:
> -----------
> - added explicit guess parameter in implied volatility calculation
> @@ -93,8 +84,9 @@
> Volatility impliedVolatility(
> Real price,
> const Handle<YieldTermStructure>& discountCurve,
> + Volatility guess,
> Real accuracy = 1.0e-4,
> - Size maxEvaluations = 100,
> + Natural maxEvaluations = 100,
> Volatility minVol = 1.0e-7,
> Volatility maxVol = 4.0) const;
Same concern here. The accuracy seems to me more likely to be specified
than the guess. Moreover, the guess should have a default value, too.
Luigi
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