I have tried running through C++ documentation for finding Options volatility, that's embedded into the price of an option. However to my dismay, I couldn't use it.
Upon investigation and backtracking, I could see that the ImpliedVolatilityHelper class does the required job, however existence of other methods like VanillaOption.impliedVolatility() method
are making me confused on the correct usage. In addition, JQuantLib documentation is very much non existent.
Any help on how to use the correct method?
I see the QuantLib is easy to use in Python wish to move to python. Any suggestions?