[Quantlib-dev] Pricing Forward Options under Heston model

[<fho...@gm...>]

Hi there!
The ForwardEngine template requires a GeneralizedBlackScholesProcess. Is there any template to use for forward starting options under a more general process type assumption like, e.g., Heston? Afaik, the least common node in the inheritance diagram is GenericEngine, right?

Rgds
Frank
-- 
Der GMX SmartSurfer hilft bis zu 70% Ihrer Onlinekosten zu sparen! 
Ideal für Modem und ISDN: http://www.gmx.net/de/go/smartsurfer