Re: Are IV values calculated by QuantLib scaled by a factor?

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/Are-IV-values-calculated-by-QuantLib-scaled-by-a-factor-tp270p271.html

On Wed, Aug 1, 2012 at 3:57 AM, Morpheous <[hidden email]> wrote:
> Finally, is a IV reading of 0.62748262992 to be interpreted as 0.6275% or
> 62.75% (the latter interpretation seems outrageously high)

62.75%, and it not an outrageously high value for log-normal
volatilities in the current markets

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