BinomialEuropeanEngine C#/SWIG

Posted by jeff.evans on
URL: http://quantlib.414.s1.nabble.com/BinomialEuropeanEngine-C-SWIG-tp4960.html

Hi All,


A quick question regarding the SWIG wrapper for the various Binomial vanilla pricing engines -- is the "BinomialEuropeanEngine" class name misleading (eg: can it price European and American style options), or was this intentional?


(the reason being that the EquityOption.cpp example file uses the Binomial engines to price both european/american engines -- is there something specific with the SWIG wrapper that would prevent BinomialEuropeanEngine from pricing an American?)


Thanks,


Jeff.

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