European Discount from delivery

Posted by Jason Clarke on
URL: http://quantlib.414.s1.nabble.com/European-Discount-from-delivery-tp4426.html

Hi,
Is there a way to discount a European option to allow for a lag between
expiration of the option and actual delivery of the underlying settlement.
Ie AnalyticEuropeanEngineinstance.NPV() returns the NPV of the option from
the exercise date to today. Is there a to get a .NPV() of the value of the
option + a lag?

Can I get a hold of the Forward value of the option?

Regards
Jason.