Implied volatility surface

Posted by Sebastián Miranda on Nov 05, 2007; 12:43pm
URL: http://quantlib.414.s1.nabble.com/Implied-volatility-surface-tp1538.html


Hi,

I'm implementing a service that retrieves a file from an information provider with option's strike, term and price.
On the other side, I have the yield curve and the discrete dividends paid by the asset. With all this, I need to get the implied volatility surface using Black76...

I'm new with QuantLib and I'm stuck whit documentation because a can't get examples using the libraries....
So, please,  any tip about what class to use ( DividendVanillaOption , YieldTermStructure ??? ) will be really appreciated !!!
 
Thanks a lot.
 
Sebastián Miranda


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