Hi there,

I was implementing the VolatilityModel from Reality Modelling:


I added my custom VolatilityModel (see line 104) but it gives me weird results (see line 183 self.Debug(str("Volatility1: " + str(aa)))  )

The result is not giving me the proper value. I changed the initial value of volatility to 1.111 (see VolatilityModel Class) and the 2 less than 2 days error volatility value to 9.66.