I am simply calculating the price of vanilla options knowing the implied volatility, S, K, and time to expiration using the code I found on
http://www.bnikolic.co.uk/blog/ql-american-disc-dividend.html.
Because I use it mostly for weeklys up to the last day of expiration, I need to submit to the formula not just the time to expiration in days but hours or minutes.
Does QuantLib support that?
I also wander, since I don't need much precision if the functions used in the link are relatively fast or there is a simplified method (worth it only if much faster). I don't need dividend calculation.
Thank you in advance for your answer.
G
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