[Quantlib-dev] Options pricing not dependent on Settings evaluationDate

[Minjae D. K. <min...@gm...>]

Hello,

I am not sure what I have here:  I was playing with EquityOption.cpp in the
Examples directory, and realized even if I change the evaluationDate, the
option prices do not change.  Changing the settlementDate indeed influences
the option price as expected.

Now, with the assumption that my observation above is correct, shouldn't
there be a discounting logic as a function of the duration between the
settlementDate and the evaluationDate?

Before I look into the code, if someone could quickly confirm or explain
the observation, that would be great.  Thank you.

Best Regards,
Minjae