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From: Mohammad Shoja-t. <msh...@gm...> - 2022-02-25 16:06:09
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Hi All, I'd like to price a payoff which looks like this: max( S - C * S/Avg(S), 0) Where S is the spot price, Avg(S) is average of spot price in specified (future) fixing dates and C is a constant. How best can I do that using quantlib? Thanks -- Mo Shoja |