EquityOption impliedVol calc root not bracketed

Posted by iosif ziman on Feb 09, 2010; 2:54am
URL: http://quantlib.414.s1.nabble.com/EquityOption-impliedVol-calc-root-not-bracketed-tp7791.html

What am I doing: calculating European EquityOptions impliedVolatility using GeneralizedBlackScholesProcess
 
Sample parameters:
Underlying=798.0
Warrant=2.0
CP=Call
Strike=800
riskfreerate = 0.05
dividendYield = 0.0
maturity = 365 days;
 
Error returned = root not bracketed: f[0.0001,4] -> [3.480794e+001,7.600756e+002]
 
While I am debugging I would appreciate a quick explanation as I am sure I am missing something pretty obvious.
 
Regards