Options pricing not dependent on Settings evaluationDate

Posted by Minjae David Kim on Oct 04, 2013; 2:53am
URL: http://quantlib.414.s1.nabble.com/Options-pricing-not-dependent-on-Settings-evaluationDate-tp14550.html

Hello,

I am not sure what I have here:  I was playing with EquityOption.cpp in the Examples directory, and realized even if I change the evaluationDate, the option prices do not change.  Changing the settlementDate indeed influences the option price as expected.

Now, with the assumption that my observation above is correct, shouldn't there be a discounting logic as a function of the duration between the settlementDate and the evaluationDate?  

Before I look into the code, if someone could quickly confirm or explain the observation, that would be great.  Thank you. 

Best Regards,

Minjae 

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