[Quantlib-users] QuantLib Arguments for (BarrierOption) ImpliedVolatility -> 'targetValue' and'process'

[Elric S. <elr...@gm...>]

Hi there, a noob using/investigationg QuantLib library via python.

Great job there guys!

I've been browsing the online documentation, but still having problem
trying to find the 'arguments' and 'fields' inside each.
For example, after I've defined the trade details/market-data/engine for :
ql.BarrierOption.impliedVolatility
-> I am trying to use .ImpliedVolatility.
-> However, I am getting errors from my input fields
: option_.impliedVolatility(0.01, ql.BlackScholesProcess(1.0, 0.0, 0.3))

Can I check, what are the syntax of the data-fields to be used? The error
message is : impliedVolatility() missing 2 required positional arguments:
'targetValue' and 'process'

Kind regards
Kiann