[Quantlib-dev] Black-Scholes Process required in MCHimalayanEngine

[Andreas S. <an...@sp...>]

Hi,

apart from the determination of the risk free rate to discount the final
option payment, is there any reason why the MCHimalayanEngine resp. its
StochasticProcessArray demands the usage of a
(Generalized)BlackScholesProcess-derived class?

I would like to use a GeometricBrownianMotionProcess to model the
underlying indices...

Rgds,

Andreas