[Quantlib-users] Valuation of a perpetual American Call Option

[Ngonidzashe F. <ngo...@gm...>]

Dear QuantLib Users,

Does anyone know how to model a perpetual American Call in QuantLib? I have
tried to assume that a maturity date which is far away from the calculation
date would work but the value that I got was not comparable to the value
that I calculated using the analytic formula for a perpetual American Call
in excel.

May someone assist on how I can model it in QuantLib-Python

Kind regards,

Ngoni