Option price not NPV()d ?
Posted by Ken Anderson-2 on
URL: http://quantlib.414.s1.nabble.com/Option-price-not-NPV-d-tp4751.html
The VanillaOption class has a method, NPV(), which calculates the net
present value for the option (the value of the option multiplied by
the discounting factor).
I'm using these classes to compute exchange traded commodity options,
and therefore, should not have the price NPV()d. Is there a way to
get the value without NPV ?
Ken