Hi rooters, I've noticed that cout << "Implied volatility = " << TFinMath::ImpliedVolatility(S,X,t,r,P,TOption::kCall,TOption::kBinomial) << endl; doesn't work in CINT producing Error: class,struct,union or type ImpliedVolatility(S,X,t,r,P,TOption not define d FILE:c:\root\macros\FinMath\BlackScholes.C LINE:41 Error: class,struct,union or type kCall,TOption not defined FILE:c:\root\macros \FinMath\BlackScholes.C LINE:41 *** Interpreter error recovered *** Although Double_t V = TFinMath::ImpliedVolatility(S,X,t,r,P,TOption::kCall,TOption::kBinomial); cout << "Implied volatility = " << V << endl; works fine. Any comments? Regards, Anton http://www.smartquant.com
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