[ quantlib-Bugs-1058472 ] How does Euro option Black Scholes support imminent option?

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

[ quantlib-Bugs-1058472 ] How does Euro option Black Scholes support imminent option?

SourceForge.net
Bugs item #1058472, was opened at 2004-11-01 15:18
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1058472&group_id=12740

Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: How does Euro option Black Scholes support imminent option?

Initial Comment:
This may be a documentation bug (insufficient info to
figure this out) or something just missing in the
interface, but I am trying to use the European Option
Black Scholes calculation to figure out an option less
than a month away.  Can this be done, and if so, how?

Thanks,
[hidden email]

----------------------------------------------------------------------

You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1058472&group_id=12740