wilmott.com

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

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

Wow, this is a really great intro to Quantlib!