Go to Deriscope's documentation start page


The QuantLib pricing method JuQuadraticApprox calculates the price of the supplied option under the assumption of american exercise even if the option is not american.

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 Text File or one of its variations and choose the xml file downloaded in the step above.