newbie question

[aklec]

Hi all,
Isn't there any pricing engine for american options when the spot follows a geometric brownian motion process ?
I know for european options we can use blackcalculator , but what about american type ?

Regards

[Luigi Ballabio]

On Fri, 2008-05-16 at 08:16 -0700, aklec wrote:
> Isn't there any pricing engine for american options when the spot follows a
> brownian motion process ?

There are a few inside the ql/pricingengines/vanilla folder. Also, you
can have a look at the EquityOption example.

Luigi



--

The wisdom of the wise and the experience of the ages are perpetuated
by quotations.
-- Benjamin Disraeli



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