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VanillaOption_GJRGARCHModel_Discretization_FullTruncation

WARNING
In the case of GJRGARCH model, QuantLib calculates the price of the supplied option using a Discretization setting of Full Truncation in the supplied GJRGARCH model, ignoring the actual setting.

Click on
download to download an xml file that contains an Excel formula that demonstrates this issue.

You may then reproduce the issue in spreadsheet by clicking on Go -> Load Excel Formula from XML or one of its variations and choose the xml file downloaded in the step above.