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Hi all,
sorry for the, maybe, trivial question.
What is the best Pricing Engine to instantiate (if any)
in order to price an Equity Bermudan (at discrete time) option?
I tried with BinomialVanillaEngine but it doesn't work since it uses only the last date (expiry) as a mandatoryTimes in the TimGrid, forgetting all the previous exercise dates.
Can anybody helps?
Thanks in advance,
Enrico
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