public static double calculate(Instrument instrument, IPricingEngine engine, SimpleQuote volQuote, double targetValue, double accuracy, int maxEvaluations, double minVol, double maxVol)
{
instrument.setupArguments(engine.getArguments());
engine.getArguments().validate();
PriceError f = new PriceError(engine, volQuote, targetValue);
Brent solver = new Brent();
solver.setMaxEvaluations(maxEvaluations);
double guess = (minVol + maxVol) / 2.0;
double result = solver.solve(f, accuracy, guess, minVol, maxVol);
return result;
}
public static double calculate(Instrument instrument, IPricingEngine engine, SimpleQuote volQuote, double targetValue, double accuracy, int maxEvaluations, double minVol, double maxVol)
{
instrument.setupArguments(engine.getArguments());
engine.getArguments().validate();
PriceError f = new PriceError(engine, volQuote, targetValue);
Brent solver = new Brent();
solver.setMaxEvaluations(maxEvaluations);
double guess = (minVol + maxVol) / 2.0;
double result = solver.solve(f, accuracy, guess, minVol, maxVol);
return(result);
}
