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

[Jonathan S. <sw...@gm...>]

Hi Kiann,

I'm surprised that the error you're seeing isn't related to the arguments
you pass to BlackScholesProcess. You should be passing term structure
objects instead of numerical values.

See these links for more information:

1.
https://quantlib-python-docs.readthedocs.io/en/latest/stochastic_processes.html#blackscholesprocess
2.
https://github.com/lballabio/QuantLib-SWIG/blob/master/SWIG/stochasticprocess.i#L116-L121
3.
https://stackoverflow.com/questions/4891490/calculating-europeanoptionimpliedvolatility-in-quantlib-python



On Wed, Nov 30, 2022 at 8:13 PM 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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