The Excel Derivatives Periscope



Swing Option is a Tradable that represents an Option contract that may be exercised more than once at distinct times chosen by the option holder out of a set of predefined exercise-allowing times.
The number of actually undertaken exercises must lie between two numbers that are specified in the option contract.
The set of predefined exercise-allowing times may optionally involve intraday intervals by specifying the start and end dates as well as the number of seconds that separate any two successive exercise-allowing times.

The following features are currently not supported by QuantLib:
Barriers, discrete dividends.

The pricing methodology is specified in
Model[Swing Option]

No QuantLib issues have been identified: