P(S(T) < K) ?

Posted by Jaroslav Tupý on Oct 28, 2015; 6:56am
URL: http://quantlib.414.s1.nabble.com/P-S-T-K-tp17002.html

Hi,

Does anyone know if jquantlib has a way of answering the question "What's the probability of a stock being below a price in N days?" (given volatility, risk free rate, etc.) Something similar to what's being discussed in this thread:
http://quant.stackexchange.com/questions/7169/how-to-calculate-stock-move-probability-based-on-option-implied-volatility-and-t

Thanks
Jaroslav



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