Re: [Quantlib-users] newbie question

[Luigi B. <lui...@gm...>]

On Fri, 2008-05-16 at 08:16 -0700, aklec wrote:
> Isn't there any pricing engine for american options when the spot follows a
> brownian motion process ? 

There are a few inside the ql/pricingengines/vanilla folder. Also, you
can have a look at the EquityOption example.

Luigi



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