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From: Carl S. <sch...@gm...> - 2021-03-25 15:44:07
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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 |