[Quantlib-dev] [ quantlib-Feature Requests-528758 ] QuantLib.py OptionEngine-s

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Feature Requests item #528758, was opened at 2002-03-12 02:23
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528758&group_id=12740

Category: None
Group: None
Status: Open
Priority: 5
Submitted By: Gabor Liptak (gliptak)
Assigned to: Nobody/Anonymous (nobody)
Summary: QuantLib.py  OptionEngine-s

Initial Comment:
In QuantLib.py there is a EuropeanEngine defined, but
not an AmericanEngine. Is this by design?

Thanks

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>Comment By: Luigi Ballabio (lballabio)
Date: 2002-03-12 09:19

Message:
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AmericanEngine is not yet implemented in the C++ library. Engines are 
planned for American, Asians, and all other options since the new Option 
framework will eventually supersede the current pricers. However, this 
will take a bit of time.


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You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528758&group_id=12740