Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [14166] trunk/QuantLib

[Luigi B. <lui...@gm...>]

On Wed, 2008-01-23 at 08:25 -0800, na...@us... wrote:
> Revision: 14166
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=14166&view=rev
> Author:   nando
> Date:     2008-01-23 08:25:24 -0800 (Wed, 23 Jan 2008)
> 
> Log Message:
> -----------
> - added explicit guess parameter in implied volatility calculation

> @@ -93,8 +84,9 @@
>          Volatility impliedVolatility(
>                                Real price,
>                                const Handle<YieldTermStructure>& discountCurve,
> +                              Volatility guess,
>                                Real accuracy = 1.0e-4,
> -                              Size maxEvaluations = 100,
> +                              Natural maxEvaluations = 100,
>                                Volatility minVol = 1.0e-7,
>                                Volatility maxVol = 4.0) const;

Same concern here. The accuracy seems to me more likely to be specified
than the guess. Moreover, the guess should have a default value, too.

Luigi


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