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

[Diego D'A. <die...@gm...>]

Hi Elric,

Have you provided the market price from which you want to derive the
implied vol?

When I read that the targetValue is missing, that is what comes to my mind.

Cheers,
Diego

On Wed, 30 Nov 2022, 11:11 Elric StormBringer, <
elr...@gm...> wrote:

> 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
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