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I would like to calculate the fair value of american and european options on various equities and indices using QuantLib C++. Since I do have discrete dividends available for most underlyings, I use DividendVanillaOption. As pricing engines, I use AnalyticDividendEuropeanEngine and FDDividendAmericanEngine<CrankNicolson>, respectively. Furthermore, I have two different sources of implied volatilities. First, a SSVI volatility surface of Black-Scholes implied volatilites. Using this, I get some pretty good results compared with available bids and asks. Second, a Black76 implied volatility surface. The data of this looks similar to this:

FWD, 2018-12-21, 99.80
...
IV, 2018-12-21, 98.87, 0.238
IV, 2018-12-21, 99.80, 0.225
IV, 2018-12-21, 100.72, 0.217
...
FWD, 2019-01-18, 99.78
...
IV, 2019-01-18, 98.86, 0.209
IV, 2019-01-18, 99.78, 0.202
IV, 2019-01-18, 100.70, 0.198
...

How can I use the Black76 implied volatilities in QuantLib to price equity options? Is this even possible?

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