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I would like to price an American put option using the SquareRootProcess class in QuantLib - Python but it seems that it does not exist. As the underlying follows the following model : $$\rm{d}S_t=rS_t\rm{d}t + \delta\sqrt{S_t}\rm{d}W_t, $$ setting $a = -r, b=0, \sigma=\delta$ in the SquareRootProcess class should be enough. Is there any way I could price this option using QuantLib-Python ? Thanks

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QuantLib does have the SquareRootProcess class (link) but it has not been interfaced in SWIG and that's why it is not available in QuantLib-Python.

If you open an issue on github, maybe someone will pick it up.

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