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

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

I've realized I can just convert the spot price to forward and just use the
Black model.

On Thu, Mar 25, 2021 at 11:43 AM Carl S. <sch...@gm...> wrote:

> 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
>