Re: ImpliedVolatility bracketing exception

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/ImpliedVolatility-bracketing-exception-tp4606p4609.html

Ken,
        I've reproduced your example in C++ (the code is below, you  
might want to check whether I made any mistakes) and I do get a figure  
for the implied volatility. If my code correspond to yours (except for  
the fact that I'm using the upcoming 0.3.12 release) it might be  
something weird in the Java wrappers. On what platform are you working?  
And did you compile QuantLib as a shared or a static library?

Later,
        Luigi


----------------------------------------

All generalizations are dangerous, even this one.
-- Alexandre Dumas