From: Svenson J. <joh...@ho...> - 2003-02-17 11:48:16
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Hello, I am new to QuantLib and have a Question. When I try to price a European Call option I have to choice for time to maturity and risk free rate. Now do these input variables change from country to country? Different Countries have different calendars for interest rates (maybe I am wrong) and this should affect the price, right? Also the time to maturity, is there an easy way to determine that in a fraction off a year when I have two dates? _________________________________________________________________ Worried what your kids see online? Protect them better with MSN 8 http://join.msn.com/?page=features/parental&pgmarket=en-gb&XAPID=186&DI=1059 |