On Thu, 2010-06-17 at 18:05 -0400, Robert Toffel wrote:
> Does anyone know how to extract Equity Forward Price in QuantLibXL ?
>
> I cannot see any result for Forward similar to Delta, Gamma etc for
> one of the Option Pricing Engines.
>
> I could pv the divs and integrate in my yield curve, wonder if there
> is a cleaner way
No, not at this time.
Luigi
--
Glendower: I can call spirits from the vasty deep.
Hotspur: Why, so can I, or so can any man;
But will they come when you do call for them?
-- King Henry the Fourth Part I, Act III, Scene I
------------------------------------------------------------------------------
ThinkGeek and WIRED's GeekDad team up for the Ultimate
GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
lucky parental unit. See the prize list and enter to win:
http://p.sf.net/sfu/thinkgeek-promo_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
