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Re: Get Implied Volatilty from BSM model

Posted by Luigi Ballabio on Oct 03, 2016; 2:01pm
URL: http://quantlib.414.s1.nabble.com/Get-Implied-Volatilty-from-BSM-model-tp17739p17782.html

Hi,
    you can use the impliedVolatility() method of the VanillaOption class.  See for instance test-suite/europeanoption.cpp, in particular the EuropeanOptionTest::testImpliedVol() method.

Luigi


On Tue, Sep 20, 2016 at 2:43 PM Александр Проскурин <[hidden email]> wrote:
Hi , I have all parametres of BSM model except implied volatility. So, having value of option I'd like to find what implied volatility was used for calculation. How can I solve that with QuantLib? Thanks
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