[Quantlib-dev] need volatility formula

[Ramesh P. <ram...@3i...>]

 

 

Hello,

 

 Iam a new quantlib user.Please excuse me for my navie question.

I want to implement volatility rate between different times like 1 week, 2
weeks, 3 weeks, 1 month...in any options like European, American.

I have some predefined inputs which are hard coded values. We need to
implement volatility. Please give me guidance to implement volatility.

Awaiting for your reply.

 

Thanks in Advance

Ramesh. 

 

 

 

 

 



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