I might be missing something here... why shouldn't the payoff of a
> 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
>
>
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