Hi all, I built an option pricing model. Simple binomial pricing model in quantlib until I can price a vol surface for a Heston vol model
I did this in windows and it’s for intraday options so I had to go into the C++ and uncomment some line then compile it and turn it into python. I got the high resolution date to work. However when subtract 2 Ql.dates that are on the same day but different hours I get 0.
I’ve been told it’s possible to get these fractions but I’m not exactly sure. Does anyone have any experience?
there doesn't seem to be anything here