Solving for Implied Volatility
Posted by
alex on
Mar 26, 2015; 8:42pm
URL: http://quantlib.414.s1.nabble.com/Solving-for-Implied-Volatility-tp16405.html
Hi,
I've linked my code [0].
I expect to get an implied volatility of about 0.351. Instead, I get 0.180. I am wondering if something is wrong with how I set up the option.
Thanks,
Alex Lamana
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