On Wed, 2010-03-31 at 16:42 -0400, Tawanda Gwena wrote:
> I am looking for the Margrabe option in QuantLib
>
> Before I go out and code it I'd like to know if it exists under some
> other name in QuantLib.
It's been contributed recently, so it's not in the 1.0 release. If you
check out the trunk from Subversion, it's in
<ql/experimental/exoticoptions>.
Luigi
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