[Quantlib-users] How to compute IV from bid/ask prices of American options?

[Peng Yu <pen...@gm...>]

Hi,

I see the following example to compute prices for American Options.

http://gouthamanbalaraman.com/blog/american-option-pricing-quantlib-python.html

But it is not clear how to do the reverse. How to compute IV from
bid/ask prices of American options?

Could anybody show me a complete example of how to do so with quantlib? Thanks.

-- 
Regards,
Peng