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RE: Root Not Bracketed Error [ Reply ] By: Johnny Nguyen on 2009-01-13 15:38	[forum:1130]
If I change the strike price to '3.1' instead of '3', the function works as expected.

Root Not Bracketed Error [ Reply ] By: Johnny Nguyen on 2009-01-13 15:32

[forum:1129]

Hi all! I'm also using your RQuantLib library to calculate European Options. I get the options values just fine, but I'm having issues with implied volatility. For example: EuropeanOptionImpliedVolatility("call", 2.7503, 5.754, 3, 0.0, 0.01, 0.3671, 0) Gives me the following error. Error in EuropeanOptionImpliedVolatility.default("call", 2.7503, 5.754, : Exception: root not bracketed: f[1e-07,4] -> [1.467986e-02,2.086867e+00] This is an actual option for NYMEX Natural Gas symbol 'LN', date 2009-01-12, month June 2009. Any help would be great. Thanks! Johnny