Re: [Quantlib-users] Discrete dividends

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

Hello Paul,
    FDDividendAmericanEngine was deprecated a while ago in favor
of FdBlackScholesVanillaEngine, which can handle dividend and non-dividend
options.

Luigi


On Mon, Jun 14, 2021 at 12:39 PM Paul Bilokon <pa...@th...> wrote:

> 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
>
> --
>
> Dr Paul A. Bilokon, PhD, MSc(Oxon), DIC
> Founder and CEO
>
>
>
> *Thalesians Ltd* <https://thalesians.com/>
> Level39, One Canada Square
> Canary Wharf
> London E14 5AB
>
> *Tel.:* +44 (0)20 796 57587
> *Email:* in...@th...
> *Web:* https://thalesians.com/
> *Twitter:* @thalesians <https://twitter.com/thalesians?lang=en>
>
> Follow us on LinkedIn: https://www.linkedin.com/company/thalesians
> <https://www.linkedin.com/company/thalesians>Join us on Meetup:
> https://meetup.com/thalesians/
>
> (The Thalesian Seminar series is administered via Meetup.)
>
> *VAT Registration Number:* 228 5299 80
> *Company Number:* 06843387 (Registered in England and Wales)
> *Date of Incorporation:* 11th March, 2009
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>