american options via trinomial trees

Posted by Alexander Ratnikov on
URL: http://quantlib.414.s1.nabble.com/american-options-via-trinomial-trees-tp6966.html

Hi, All

I am trying to use QuantLib to calculate american options premium using trinomial trees.

Unfortunately, I could now find any code snippet that shows this technique. 

Could u please tell me if it is overall possible at the moment  ? Also, would be really cool if u drop me some lines of code showing proper API usage. 

I am new to QuantLib and C++ is not my main language, I write mostly in C# so could help in porting this library afterwards. 

Thanks in advance.

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