(C# SWIG) - Where is ImpliedVolatilityHelper?

Posted by Grant Birchmeier on
URL: http://quantlib.414.s1.nabble.com/C-SWIG-Where-is-ImpliedVolatilityHelper-tp7374.html

I'm trying to figure out how to compute the volatility (Black-Scholes
style) given spot/strike/intRate/maturity/callvalue.  Looks like
ImpliedVolatilityHelper is the way to go.

But I can't find it.  The docs say it exists, but my intellisense
isn't picking it up, and VC compiler is not finding the typename.

I'm able to use other QuantLib types in the same file just fine.

Any help would be appreciated.
-Grant

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