Re: Black-Scholes theoretical value

Posted by Luigi Ballabio on May 10, 2007; 4:42pm
URL: http://quantlib.414.s1.nabble.com/Black-Scholes-theoretical-value-tp823p828.html

On Thu, 2007-05-10 at 11:05 -0400, Jack Jones wrote:
> Thanks Luigi, that is very helpful!  A follow-up questions:
> [...]
> I had assumed referenceDate was relative to
> QuantLib::Settings::instance().evaluationDate().  I suppose the expiry
> is taken into account through the exercise?

Yes, it is.

Later,
        Luigi


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