Posted by
Ferdinando M. Ametrano-2 on
URL: http://quantlib.414.s1.nabble.com/European-call-option-tp2410p2414.html
Hi John
>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?
The risk free rate change from country to country. The time to maturity
depends only on the contract details of the specific option considered
> Different Countries have different calendars for interest rates (maybe I
> am wrong) and this should affect the price, right?
Different countries have different calendars, but this does affect the
price very slightly. Mainly for the (possible) requirement that the option
exercise date must be a working day
> Also the time to maturity, is there an easy way to determine that in a
> fraction off a year when I have two dates?
There are many different ways, depending on the convention used for the
interest rate and the volatility
> I am new to QuantLib and have a Question.
You're probably new to option pricing tout-court, and I would suggest you
to read some introductory book. See
http://quantlib.org/books.htmlhope it helps
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ciao -- Nando