Re: ImpliedVolatility bracketing exception

Posted by Ken Anderson-2 on
URL: http://quantlib.414.s1.nabble.com/ImpliedVolatility-bracketing-exception-tp4606p4610.html

Luigi,

I'm sorry, but I don't see any code attached.  To answer your  
questions, I'm using .3.11 with the Java wrappers.  The libraries are  
static, and I'm using Mac OS X.

If you could send the code, I'd really like to review it.

Thanks,
Ken


On Mar 20, 2006, at 8:45 AM, Luigi Ballabio wrote:

>
> 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