On Fri, 2008-04-25 at 11:52 -0400, Nagesh, Harsha wrote:
> Can anybody tell me what is the correct
> class/optimizer to use for calculating the implied vol when I use a
> binomial tree for finding american option value.
Harsha,
you can try using the facilities in
ql/instruments/impliedvolatility.hpp. Write back to the list if you
need directions on how to use them.
Luigi
--
I've finally learned what `upward compatible' means. It means we
get to keep all our old mistakes.
-- Dennie van Tassel
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