public double impliedVolatility(double targetValue, double accuracy, int maxEvaluations, double minVol, double maxVol)
{
CalibrationImpliedVolatilityHelper f = new CalibrationImpliedVolatilityHelper(this, targetValue);
Brent solver = new Brent();
solver.setMaxEvaluations(maxEvaluations);
return(solver.solve(f, accuracy, volatility_.link.value(), minVol, maxVol));
}
public double impliedVolatility(double targetValue, double accuracy, int maxEvaluations, double minVol, double maxVol)
{
CalibrationImpliedVolatilityHelper f = new CalibrationImpliedVolatilityHelper(this, targetValue);
Brent solver = new Brent();
solver.setMaxEvaluations(maxEvaluations);
return solver.solve(f, accuracy, volatility_.link.value(), minVol, maxVol);
}
