Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/C-SWIG-Where-is-ImpliedVolatilityHelper-tp7374p7375.html
On Thu, 2009-03-19 at 12:18 -0500, Grant Birchmeier wrote:
> 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.
That's because it's just an internal helper class in the C++ calculation
and it's not exported to C#. The correct way is to call the
impliedVolatility() method on your option instance.
Luigi
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