[Quantlib-dev] [ quantlib-Bugs-1058472 ] How does Euro option Black Scholes support imminent option?

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Bugs item #1058472, was opened at 2004-11-01 15:18
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: How does Euro option Black Scholes support imminent option?

Initial Comment:
This may be a documentation bug (insufficient info to
figure this out) or something just missing in the
interface, but I am trying to use the European Option
Black Scholes calculation to figure out an option less
than a month away.  Can this be done, and if so, how?

Thanks,
rf...@gr...

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You can respond by visiting: 
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