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From: Ashish B. <ash...@gm...> - 2024-02-02 11:12:19
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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 |