QLNet隐含波动率

Question

我使用QLNet进行美式期权定价，但它不起作用。 我已在Quantlib forum

上发布了我的问题

我的代码：

 todaysDate & settlementdate = 2012-12-18, maturity = 2013-01-18,

 Calendar calendar = new TARGET();

 Settings.setEvaluationDate(TodaysDate);
 DayCounter dayCounter = new Actual365Fixed();

 Handle<Quote> underlyingH = new Handle<Quote>(new SimpleQuote(100));
 var flatTermStructure = new Handle<YieldTermStructure>(new FlatForward(SettlementDate, 0.08, dayCounter));
 var flatDividendTS = new Handle<YieldTermStructure>(new FlatForward(SettlementDate, 0, dayCounter));
 var flatVolTS = new Handle<BlackVolTermStructure>(new BlackConstantVol(SettlementDate, calendar, 0.2, dayCounter));
 StrikedTypePayoff payoff = new PlainVanillaPayoff(Call, 101);
 var bsmProcess = new BlackScholesMertonProcess(underlyingH, flatDividendTS, flatTermStructure, flatVolTS);

 Exercise exerciseEngine = exerciseEngine = new AmericanExercise(SettlementDate, Maturity); 
 VanillaOption optionEngine = new VanillaOption(payoff, exerciseEngine); 

 optionEngine.setPricingEngine(new BinomialVanillaEngine<CoxRossRubinstein>(bsmProcess, 801)); 

 //error:
 optionEngine.impliedVolatility(optionEngine.NPV(), bsmProcess, 1.0e-4, 100, 1.0e-7, 4.0);

基础= 100，k = 101，i = 0.08，vol = 0.2，div = 0， 今天的日期和时间settlementdate = 2012-12-18，maturity = 2013-01-18，

在 VanillaOption.cs 中，案例代码Exercise.Type.American是取消注释;

错误消息为：已添加具有相同键的项。 在第111行（results.additionalResults.Add priceCurve，prices_） FDStepConditionEngine.cs

感谢您的帮助。