Re: [Quantlib-dev] Error with old-style implied vol

[Ferdinando A. <na...@am...>]

> > In the process of updating RQuantLib to 0.3.4, I found that my wrappers
> > around European and American implied vol no longer work. [...]
> > I include a simple stand-alone below.  It builds fine, compute the NPV 
> of an
> > option (just to show that it links right etc pp) but abort on implied vol.

Dirk,

sorry for being so late. In a private conversation Luigi suggested that the 
problem might be with:

#define QL_MIN_VOLATILITY 0.0 in ql/argsandresults.hpp

Could you please change it to
#define QL_MIN_VOLATILITY 0.000001 in ql/argsandresults.hpp
and see if your problem disappear?

If this fails I'll investigate further the example you provided.

Thank you

ciao -- Nando