Hi Xavier
>Into fddividendeuropeanoption.hpp there's defined the PRIVATE inline
>function riskless.
>I would like to access this function from a fddividendeuropeanoption object
>because it gives the underlying stock price we use to price a european
>option without dividend.
>Would it be possible to make it publical in the future release of Quantlib?
Yes it is possible, and I will make it public in the CVS soon. Anyway
please note that the option pricing framework is changing, so that in the
medium term all current pricers will disappear to be replaced by pricing
engines.
See the QuEP 5 by Luigi Ballabio at
http://quantlib.org/quep.html, and take
a look at the code in the CVS under the PricingEngines folder for its
work-in-progress implementation.
ciao -- Nando
Locked
