couple of quick questions

Posted by aedallan on Jan 02, 2008; 8:21pm
URL: http://quantlib.414.s1.nabble.com/couple-of-quick-questions-tp5379.html

Hi, I am trying to put together a quick benchmarking code using quantlib for euro puts with the FDEuropeanEngine. It's mostly done using the EquityOption.cpp example but I haven't used ql before today and have limited knowledge of c++ so it's a bit uphill. Any help much appreciated.

Can someone tell me how to set the price range (is is linear of log scale?) and secondly how to fiddle with the solver? Crank Nicolson seems to be default.

Many thanks.

PS. Is extracting all values from the solver easily done? Seems like a waste of information that only NPV is available...