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

[Luigi B. <lui...@gm...>]

Hello,
    it looks like it was only working for Call options.  There might have
been more work to do.  You're welcome to have a try, but the code as posted
doesn't fit the current architecture; it should be repackaged as a pricing
engine for DividendVanillaOption.

Luigi


On Thu, Mar 11, 2021 at 6:19 AM Prasanna Katta <pk...@ku...>
wrote:

> Luigi,
> Can we add this
> 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.
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