[Quantlib-users] question regarding using different day counters for rates and vol

[Kiki z. <kik...@gm...>]

hi,

I'm trying to use different day counters (e.g. Actual36525 and Business252)
for interest rate and option volatility in FdBlackScholesVanillaEngine to
price American or European option. Looks like the day counter in volatility
does not affect option price. I think AnalyticEuropeanEngine on the other
hand uses both day counters from interest rate and option volatility.

My questions are
- Is this the behavior by design (i.e. FdBlackScholesVanillaEngine only
uses one day counter)?
- If that's the case, what is the best way to workaround this? i.e. use
different day counters for rates and vol in FdBlackScholesVanillaEngine.

Thanks for the help in advance!
Kiki