[Quantlib-users] Exotic option valuation

[Brian S. <bri...@ya...>]

Hi,
I was looking for some pricing algorithm to value an Average Rate option (European style) with strike price lets assume K.
Exercise will be at the time T and the averaging would be done based on prices of S&P500 for last 5 consecutive business days on prior week.
Is there any way to calculate the fair value and sensitivities of this option in QuantLib? 
 An example would be highly appreciated.

Many thanks,