AW: European call option

Posted by Jens Thiel on
URL: http://quantlib.414.s1.nabble.com/European-call-option-tp2410p2411.html

John,

have a look here:

  C++ http://www.quantlib.org/html/datetime.html
  C#  http://www.quantlib.org/MSDN/Stochastix.Business.html


Jens.



> -----Ursprüngliche Nachricht-----
> Von: [hidden email]
> [mailto:[hidden email]]Im Auftrag von
> Svenson John
> Gesendet: Montag, 17. Februar 2003 12:48
> An: [hidden email]
> Betreff: [Quantlib-users] European call option
>
>
> 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?
>
>
>
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