[Quantlib-users] American option, discrete dividends

[rohan t. <rot...@ya...>]

HiI hope all are well, and thanks in advance for any help provided.
Is anyone able to tell me how to determine appropriate dependencies for the XL implementation, when trying to value a single option on equity.
I attach the option.xls (*_rt.xls) which comes in the standalone worksheets, and I have set up a parallel option (on RIO as the case may be). I was aiming to do FD to bump inputs (Perturb  is the language often used her I think I recall) and establish risk sensitivities.
I am pointing the pricing engine to "AEQPB", However, I get wrong engine, but little else, as the process to establish the pricing engine returns ok, even when providing an american exercise type. 
I am using ver 1.21, on excel ver 2105, 365 apps for enterprise.
ObjectHandler::PricingEngineConstructor2

| String | Class |
| AEQPB | QuantLib::AdditiveEQPBinomialTree |
| CRR | QuantLib::CoxRossRubinstein |
| JOSHI | QuantLib::Joshi4 |
| JR | QuantLib::JarrowRudd |
| LR | QuantLib::LeisenReimer |
| TIAN | QuantLib::Tian |
| TRI | QuantLib::Trigeorgis

 |


Kind regardsRohan