[Quantlib-dev] American equity option pricing

[Scott S. <ssi...@gm...>]

QuantLib developers,
I am relatively new to this community and was looking for some input on how
to price an American equity option with both a time dependent interest rate
and a time dependent volatility with discrete dividends using a trinomial
tree.  Having studied the code a modest amount I believe this is something
that can be done without significant code changes to the QuantLib code.  I
have read some of the other posts and related articles about including
discrete dividends.  Any suggestions about what a correct implementation of
this in QuantLib would look like would be much appreciated.  Directions and
classes that I could investigate further would also be appreciated.
Scott