Re: [quantlib-dev] Some questions

[Sadruddin R. <sad...@gm...>]

Hi Luigi,
> As for the American, one just has to pass an American engine to the=20
> VanillaOption.
I think there are some american options that cannot be exercised before a
starting date. That's why AmericanExercise instances are constructed usin=
g
AmericanExercise(Date earliestDate, Date latestDate). This is also the wa=
y
FpML implements the american exercise type. So, the present interface of
VanillaOption cannot handle this case. Perhaps we should replace=20
"Date exerciseDate" by "Exercise exercise".

Sad