---
name: "AmericanOption"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "0.3.9-6"
release: "Debian 3.1 (Sarge)"
platforms: ["linux"]
url: "https://new.carta.tech/AmericanOption"
---

# AmericanOption(1)

Example of using QuantLib

## NAME

AmericanOption - Example of using QuantLib

## SYNOPSIS

**AmericanOption**

## DESCRIPTION

**AmericanOption** is an example of using *QuantLib*.

It computes the value of an American Call option using several different methods.

## SEE ALSO

The source code  *AmericanOption.cpp*, [**EuropeanOption**(1)](/EuropeanOption/1.md), [**DiscreteHedging**(1)](/DiscreteHedging/1.md), [**SwapValuation**(1)](/SwapValuation/1.md), the QuantLib documentation and website at *http://quantlib.org*.

## AUTHORS

The QuantLib Group (see  *Authors.txt*).

This manual page was added by Dirk Eddelbuettel \<edd@debian.org\>,  the Debian GNU/Linux maintainer for  **QuantLib**.