[Quantlib-users] Can we add this Roll-Geske-Whaley implementation to QL?

[Prasanna K. <pk...@ku...>]

Luigi,
Can we add this http://quantlib.10058.n7.nabble.com/new-faster-method-to-price-American-option-with-discrete-dividends-td2291.html <http://quantlib.10058.n7.nabble.com/new-faster-method-to-price-American-option-with-discrete-dividends-td2291.html> to the current version of QL?  I am happy to do the work, if that post contains code that will work.  Do you remember why that wasn’t added back then?

Thanks.