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

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

Hi Elric,

If you want a basic code for barrier then I wrote 1 in this thread:
https://sourceforge.net/p/quantlib/mailman/message/37670218/

can also refer to the examples of barrier options in this test suite if you
are comfortable with C++:
https://github.com/lballabio/QuantLib/blob/master/test-suite/barrieroption.cpp

Thanks
Ashish

On Wed, 30 Nov 2022 at 18:21, Jonathan Sweemer <sw...@gm...> wrote:

> 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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