Feature Requests item #528758, was opened at 2002-03-12 02:23
Message generated for change (Settings changed) made by lballabio
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>Status: Closed
Priority: 5
Submitted By: Gábor Lipták (gliptak)
Assigned to: Nobody/Anonymous (nobody)
Summary: QuantLib.py OptionEngine-s
Initial Comment:
In QuantLib.py there is a EuropeanEngine defined, but
not an AmericanEngine. Is this by design?
Thanks
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Comment By: Luigi Ballabio (lballabio)
Date: 2002-03-12 09:19
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AmericanEngine is not yet implemented in the C++ library. Engines are
planned for American, Asians, and all other options since the new Option
framework will eventually supersede the current pricers. However, this
will take a bit of time.
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