[Quantlib-users] Is Implied volatility method available for Asian option class

[Ashish B. <ash...@gm...>]

Hi,

I am trying to evaluate the Arithmetic averaging Asian option using QL
class called DiscreteAveragingAsianOption. However, there is no method
under it to calculate the implied volatility, which is present for plain
vanilla and barrier options.

Please help how can I calculate IV for Asian options.

Regards,
Ashish