[Quantlib-users] QuantlibXL - no implied vol function for blackScholes

[Carl S. <sch...@gm...>]

Hello,

I cannot find a way to calculate the implied vol of a european option using
Black-Scholes in quantlibXL.  Calculating a price given a volatility is
simple, however.  It seems possible for Black76 and Black-Bachelier
models.  I am trying to avoid writing my own solver. It seems as if the
function to do this is not exposed to quantlibXL.  Can anyone help?

Thanks