Posted by
Grant Birchmeier on
URL: http://quantlib.414.s1.nabble.com/C-SWIG-Where-is-ImpliedVolatilityHelper-tp7374p7376.html
Thanks, I did figure out the correct way.
Is it possible to update the docs so to indicate that this is not a
user function? This was a red herring for me while I was trying to
figure out how to compute volatility.
-Grant
On Fri, Mar 20, 2009 at 5:02 AM, Luigi Ballabio
<
[hidden email]> wrote:
> 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
>
>
>
> --
>
> Testing can never demonstrate the absence of errors in software, only
> their presence.
> -- W.E. Dijkstra
>
>
>
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