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.
1 Answer
$\begingroup$
$\endgroup$
Swing options are not yet exported to Python.
To request them, please open an issue at https://github.com/lballabio/QuantLib-SWIG/issues.