Implied Volatility

Posted by Sumit Gupta-5 on
URL: http://quantlib.414.s1.nabble.com/Implied-Volatility-tp7280.html

I am trying to use the Implied Volatility function of QLNet and able to get the value of European Options. However, I noticed that implied volatility for American (CRR) is not implemented. Can any one guide me how to use the given function for American (CRR) options?

Also, I noticed that European IV didnt match with www.ASX.com.au. Please advice about the possible cause for the differences.

Please reply.

Regards,
Sumit Gupta

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