is bsmEuropeanOption class removed from quantlib

[svangipu]

i was trying to work through put call parity theorem example at
http://quantnotes.com/softwaredata/src/bsEuropeanParity.cpp

this example instantiates BSMEuropeanOption class. i could not find
this class under ql/Pricers folder.. it appears that this has been
removed..has this been refactored into something else?
or has the bsmClasses removed from quantlib?.. i only see fd (finite
difference method)classes in the pricers.. is theEuropeanOptionclass
in the examples section intended to play the role of bsmEuropeanOption
till its reintroduced?

thanks
my sincere thanks to ferdinando, luigi and mario for this project..

i am a software programmer by profession (10 years now)..
have a background in engineering (mechanical, electrical and
industrial engg)..did some work with finite element, finite difference
in my masters program.. currently in financial industry.. experienced
in c/c++,java,powerbuilder..experienced with uml, have gone through
derivatives program at canadian securities institute

i am planning to get into quant development this year in ny..

so this project is of much interest to me and also a big help for me
.. will be checking out the features and possibly contribute if
appropriate..

regards and cheers

[Luigi Ballabio]

On 01/09/05 15:27:57, Satish Vangipuram wrote:
> i was trying to work through put call parity theorem example at
> http://quantnotes.com/softwaredata/src/bsEuropeanParity.cpp
>
> this example instantiates BSMEuropeanOption class. i could not find
> this class under ql/Pricers folder.. it appears that this has been
> removed..has this been refactored into something else?

Satish,
        the class was deprecated and removed in recent releases. You can  
now use the EuropeanOption class (ql/Instruments/europeanoption.hpp)

Later,
        Luigi