European call option

Posted by Svenson John on
URL: http://quantlib.414.s1.nabble.com/European-call-option-tp2410.html

Hello,
        I am new to QuantLib and have a Question. When I try to price a European
Call option I have to choice for time to maturity and risk free rate. Now do
these input variables change from country to country? Different Countries
have different calendars for interest rates (maybe I am wrong) and this
should affect the price, right? Also the time to maturity, is there an easy
way to determine that in a fraction off a year when I have two dates?



_________________________________________________________________
Worried what your kids see online? Protect them better with MSN 8
http://join.msn.com/?page=features/parental&pgmarket=en-gb&XAPID=186&DI=1059