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My first program using Quantlib
Hey everyone !I'm a beginner with Quantlib and I tired to understand the example Equityoption.cpp but it is very very complicated.Does someone have a small program using quantlib that prices an european option with the B&S model. I'd like to learn a lot from this example.In fact how to create the option and then how to call the good function in quantlib.Thank u all to help me improve my level in C++ and in Quantlib.Daoud
My first program using Quantlib
1) Disregard everything in the example from Bjerksund/Stensland onwards;2) To see how instruments are instantiated and priced, read chapter 2 here;3) If you have any further questions, ask on the QuantLib-users mailing list.Luigi
Last edited by lballabio on October 2nd, 2007, 10:00 pm, edited 1 time in total.
My first program using Quantlib
Wow, this is a really great intro to Quantlib!