Re: [Quantlib-users] Derivative pricing using Quantlib

[Lichters, R. <Rol...@ls...>]

CORPORATE

Hi Brian,

indeed,  you can build that using QuantLib components.
Our take is in ORE, https://github.com/OpenSourceRisk/Engine using the scripted trade framework, see example https://github.com/OpenSourceRisk/Engine/tree/master/Examples/ScriptedTrade, that has an equity accumulator.

Best wishes,
Roland

From: Luigi Ballabio <lui...@gm...>
Date: Monday, 17 November 2025 at 15:18
To: Brian Smith <bri...@gm...>
Cc: QuantLib Users <qua...@li...>
Subject: Re: [Quantlib-users] Derivative pricing using Quantlib

*** EXTERNAL EMAIL ***

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<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...<mailto: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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