Re: American forward option pricing

Posted by Luigi Ballabio on Jun 19, 2006; 11:28am
URL: http://quantlib.414.s1.nabble.com/American-forward-option-pricing-tp4846p4847.html


On 06/08/2006 10:58:07 PM, Adrian O' Neill wrote:
> I can see how to price a European option on a forward using the
> BlackModel in QuantLib; I was wondering if it is possible to do the  
> same for an American option on a forward.

Adrian,
        how did you do it for the European?

Later,
        Luigi


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