Option Expiry using Date and time (intraday decay/fractional days)

Posted by Shailesh Parmar on
URL: http://quantlib.414.s1.nabble.com/Option-Expiry-using-Date-and-time-intraday-decay-fractional-days-tp140.html

I am trying to calculate Implied Volatility for European options using
fractional days. Currently Expiry date only takes date. Is it possible
to modify the code so that I can take into account time of day as well
in evaluating. I would like some guidance as to how I should go about
implementing this.

Thanks in advance,

Shailesh Parmar

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