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From: Philippe H. <phi...@ex...> - 2021-07-30 15:32:06
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I found a C++ implementation in Quantlib asper the link below: https://rkapl123.github.io/QLAnnotatedSource/d8/d44/partialtimebarrieroption_8hpp_source.html However, I don't seem to be able to find a Python interface in the Python QL library. Does anyone know the status? Philippe Hatstadt -- Broker-Dealer services offered through Exos Securities LLC, member of SIPC <http://www.sipc.org/> / FINRA <http://www.finra.org/> / BrokerCheck <https://brokercheck.finra.org/>/ 2021 Exos, inc. For important disclosures, click here <https://www.exosfinancial.com/general-disclosures>. |