1
$\begingroup$

Is it possible to use the QuantLib python wrapper to price swing options? I've seen the QuantLib Github repository contains a C++ implementation, swingoption.cpp, but have found no reference to swing options in the QuantLib.py file. Thank you in advance for the help.

$\endgroup$
1
$\begingroup$

Swing options are not yet exported to Python.

To request them, please open an issue at https://github.com/lballabio/QuantLib-SWIG/issues.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.