How can calculate the American put option’s vega,rho?
The QuantLib’s version in my os:
How can add the positional argument :UnitedStates.__init__() missing 1 required positional argument: ‘m’?
In the article “Automating Option Pricing Calculations”,https://sanketkarve.net/automating-option-pricing-calculations/,chapter “Calculation of Implied Volatility via Stock Prices”: