public ImpliedVolHelper(CallableBond bond, double targetValue)
{
targetValue_ = targetValue;
vol_ = new SimpleQuote(0.0);
bond.blackVolQuote_.linkTo(vol_);
Utils.QL_REQUIRE(bond.blackEngine_ != null, () => "Must set blackEngine_ to use impliedVolatility");
engine_ = bond.blackEngine_;
bond.setupArguments(engine_.getArguments());
results_ = engine_.getResults() as Instrument.Results;
}
public NpvSpreadHelper(CallableBond bond)
{
bond_ = bond;
results_ = bond.engine_.getResults() as Instrument.Results;
bond.setupArguments(bond.engine_.getArguments());
}
