[Quantlib-users] Option Expiry using Date and time (intraday decay/fractional days)

[Shailesh P. <sha...@gm...>]

I am trying to calculate Implied Volatility for European options using
fractional days. Currently Expiry date only takes date. Is it possible
to modify the code so that I can take into account time of day as well
in evaluating. I would like some guidance as to how I should go about
implementing this.

Thanks in advance,

Shailesh Parmar