I'm a new quantlib user, just trying to understand the parameters needed to
value a plain euro call.
qlVanillaOption requires a black scholes id - in your example
(..\QuantLibXL\Workbooks\OriginalExamples\options.xls) you pass a
generalised BS process to qlVaniallaOption.
The generalised BS process requires a 'settlement date'.
qlVanillaOption also requires an exercise object, embodying an 'exercise
date'.
What's the semantics of 'settlement date' in the G-BS - ought it to be the
same as the date embodied in the exercise date?
Or does it represent the real settlement date of the option (I guess not,
since it shouldn't be a property of G-BS then but of the option)?
Or more likely something else.
many thanks in advance,
John McMahon
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