newbie2

[eiichi ooyama]

Dear subscribers,

I am totally newbie at the quantilb. I'd like to compute the price of the european call option.
Is there any of such examples in the quantlib code tree ?
I understand I should use blackcalculator.

Thank you.

eiichi


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[Luigi Ballabio]

On Mon, 2008-05-19 at 19:43 -0400, eiichi ooyama wrote:
> I am totally newbie at the quantilb. I'd like to compute the price of
> the european call option.
> Is there any of such examples in the quantlib code tree ?
> I understand I should use blackcalculator.

No, you don't. Look at Examples/EquityOption.

Luigi


--

So little done, so much to do.
-- Cecil Rhodes



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[eiichi ooyama]

Thank you!
I found it. I think I found a good start point at this.
Eiichi

2008/5/20 Luigi Ballabio <[hidden email]>:

On Mon, 2008-05-19 at 19:43 -0400, eiichi ooyama wrote:
> I am totally newbie at the quantilb. I'd like to compute the price of
> the european call option.
> Is there any of such examples in the quantlib code tree ?
> I understand I should use blackcalculator.

No, you don't. Look at Examples/EquityOption.

Luigi


--

So little done, so much to do.
-- Cecil Rhodes

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