Re: [Quantlib-users] Pricing of FX American barriers

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

Hello,
    I don't have an example (you might try looking into the C++ test suite
for that) but BarrierOption with BinomialBarrierEngine should cover
American exercise as well.  You can use it for FX options as well if you
use GarmanKohlagenProcess instead of the Black-Scholes process.

Hope this helps,
    Luigi


On Thu, Jan 20, 2022 at 7:07 PM S A <azi...@gm...> wrote:

> Hi all
>
> Is it possible to price fx option barrier ( American type) with quantlib?
> If yes , has anyone has a code in python ?
>
> Thanks in advance.
>
> Best regards,
>
> Azip.
>
> Le 18 nov. 2021 à 18:05, Luigi Ballabio <lui...@gm...> a
> écrit :
>
> 
> Hi Philippe,
>    no such thing on the website, but there's a quantlib-jobs mailing list:
> see <https://sourceforge.net/projects/quantlib/lists/quantlib-jobs>.
> Not sure how many people are subscribed.  The QuantLib group on LinkedIn (<
> https://www.linkedin.com/groups/723317/>) might be another place.
>
> Luigi
>
>
> On Thu, Nov 18, 2021 at 2:45 PM philippe hatstadt via QuantLib-users <
> qua...@li...> wrote:
>
>> Hi.
>> Does QuantLib have an area where one can post job offerings somewhere on
>> its website?
>>
>> Regards
>>
>> Philippe Hatstadt
>> +1-203-252-0408
>> https://www.linkedin.com/in/philippe-hatstadt
>>
>>
>>
>> _______________________________________________
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>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
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