quantlib.instruments.swaption.Swaption.implied_volatility

Swaption.implied_volatility(self, Real price, YieldTermStructure discount_curve, Volatility guess, Real accuracy=1e-4, Natural max_evaluations=100, Volatility min_vol=1e-7, Volatility max_vol=4., VolatilityType type=ShiftedLognormal, Real displacement=0.)