Re: [Quantlib-users] Any constructors of QuantLib-Python for Normal (Bachelier) model process?

[André de B. <are...@gm...>]

Hi Kenji,

I am not expert on this subject, but have you noticed the website:
https://quantlib-python-docs.readthedocs.io/en/latest/pricing_engines.html.

Regards,
Andre

On Wed, 23 Aug 2023 at 00:35, forward_rate--- via QuantLib-users <
qua...@li...> wrote:

> Hi All、
>
>
> I tried to find how to evaluate a listed option of 3m Euribor Futures,
>
> such as Call strike 96.00 Expire Sep 19, 2023(Bloomberg ticker: ERU3C 96)
>
> using Normal(Bachelier) model.
>
>
> I know the way with lognormal Black model in Python as
>
>
>   Engine = ql.AnalyticEuropenaEngine( ql.BlackProcess(...) )
>
>   optionOBJECT.setPricingEngine(Engine)
>
>
> But I cannot find the class of the process of Normal(Bachelier) model.
>
>
> Could you suggest any constructors for Normal(Bachelier) model
>
> to evaluate the listed Euribor Futures' option?
>
>
> Thanks - Kenji
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-- 
Best regards,
André de Boer