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From: Pierre D. <mer...@gm...> - 2019-07-16 08:32:15
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Hello, I was looking forward to using https://www.quantlib.org/reference/class_quant_lib_1_1_fd_heston_double_barrier_engine.html to price double no touch options in Python but I can't seem to locate that engine. The source sits at #include <ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp> Is there a way to access the experimental pricing engines in Python ? I don't mind building them myself if there is a set of instructions somewhere. Best, Pierre |