[Quantlib-users] Error in ImpliedVolatility method

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

Hi all,

We are using the QL v1.27 through Python which are upgrading to recent
version v1.32. We are calculating the implied volatility of the vanilla
option using the ImpliedVolatility method as following:
self.IV = option.impliedVolatility(targetValue=self.marketPremium,
process=process)

This was working fine in v1.27 but in v1.32 it is given the following error:
[image: image.png]

I did look at the release change log but have not found anything around it.

Secondly, the value of same put option is showing difference in IV as
following when i remove the keywords and run:
v1.27: 0.0001
v1.32: 0.00005 (5.0100000000000005e-05)

Kindly help if we need to make more changes for this.

Regards
Ashish