Will SingleAssetOption hierarchy disappear?

Posted by Niels Elken Sønderby on Mar 30, 2003; 6:01am
URL: http://quantlib.414.s1.nabble.com/Will-SingleAssetOption-hierarchy-disappear-tp2440.html

Hi all!

As part of my master thesis I am planning to extend QuantLib with a pricer
for options under stochastic volatility and jumps.

Until now I've work on adding it under the SingleAssetOption hierarchy, but
from reading QuEP 5 (http://quantlib.org/quep/quep005.html) it seems that
the correct way would rather be to add a pricing engine in the
OptionPricingEngine hierarchy.

What is the decision about QuEP 5? Can I conclude that SingleAssetOption
will be deprecated sometime in the future, and that adding the price
calculation code as an OptionPricingEngine would be The Right Thing to do?

Thank you for making your great toolkit open source!

Best regards... Niels

--
http://www.nielses.dk