python quantlib swig to access member function blackFormulaImpliedStdDev

Posted by castle on May 08, 2017; 12:58am
URL: http://quantlib.414.s1.nabble.com/python-quantlib-swig-to-access-member-function-blackFormulaImpliedStdDev-tp18248p18254.html

Hi,

I am trying to get the implied volatility by Black-76 model,when I checked the documentation of quantlib I found there is a member function named blackFormulaImpliedStdDev in there. But I could not find in the module imported in python (it seems swig only can import class?)

Real QuantLib::blackFormulaImpliedStdDev    (   const boost::shared_ptr<

     PlainVanillaPayoff > &     payoff,

     Real   forward,

     Real   blackPrice,

     Real   discount = 1.0,

     Real   displacement = 0.0,

     Real   guess = Null< Real >(),

     Real   accuracy = 1.0e-6,

     Natural    maxIterations = 100

)      

May I know how use this member function in python?

I actually first posted this on stackoverflow http://stackoverflow.com/questions/43739593/python-quantlib-swig-to-access-member-function-blackformulaimpliedstddev

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