Re: SegFault with with impliedVolatility

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/SegFault-with-with-impliedVolatility-tp3333p3336.html

Hi Dirk

if it can be of help I'm willing to compile your RQuantLib source code
using Visual C++ and see if the same problem arise.

Are you using impliedVolatility() with European or exotic options? Its
usage with exotic options is uncovered in our test-suite and you might have
found a genuine bug.

ciao -- Nando