Re: [Quantlib-users] Derivative pricing using Quantlib

[Luigi B. <lui...@gm...>]

Hello Brian,
    first of all, apologies for the delay.  No, equity accumulators are not
supported directly.  In C++, it should be possible to build something using
the Monte Carlo framework; see chapter 6 in Implementing QuantLib, or the
corresponding posts at <
https://www.implementingquantlib.com/posts/implementing-quantlib.html>.

Hope this helps,
    Luigi


On Thu, Oct 23, 2025 at 12:50 PM Brian Smith <bri...@gm...>
wrote:

> Hi,
>
> I wonder if Quantlib has any function or method to price Equity
> Accumulator derivative pricing?
>
> Any guidance would be greatly appreciated.
>
> Thanks and regards,
>
>
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