[Quantlib-users] Discrete dividends

[Paul B. <pa...@th...>]

Dear Colleagues,

We are looking at pricing American options with discrete dividends using
QuantLib and found that there was FDDividendAmericanEngine in some posts
years ago, but it does not exist in the QuantLib Python documentation
anymore (https://quantlib-python-docs.readthedocs.io/en/latest/). Would it
be possible that it has been removed? In that case, do you know how to use
QuantLib to price options with discrete dividends?

Best wishes,
Paul

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Dr Paul A. Bilokon, PhD, MSc(Oxon), DIC
Founder and CEO



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