QuantLib Python Bindings May Not Expose CompoundOption

Summary

The document addresses whether Python users can price compound options through QuantLib's CompoundOption class. The accepted answer reports that the class is not exposed in the Python module: attempting to access it through the QuantLib namespace raises an attribute error. This gives a concrete compatibility limitation for users who find the class in the library's annotated C++ source and assume the same interface exists in Python.

The evidence is a brief import-and-access check, rather than a pricing example or a survey of alternative methods. The document does not explain whether later versions or other bindings expose the class, nor does it provide a workaround, implementation, or valuation model. Its practical value is therefore narrow: it warns that the existence of a C++ class does not guarantee Python availability, and that users should verify the bindings in their installed environment before designing code around that interface.

Key ideas

• A class visible in QuantLib's C++ source may not be available through its Python bindings.
• The answer reports that accessing CompoundOption from the Python module raises an attribute error.
• The document gives a binding availability check but does not show how to price compound options another way.

Tags

# Pricing Compound Options using QuantLib


# Pricing Compound Options using QuantLib












I am trying to price Compound Options using `QuantLib` on Python. I've looked around but am unable to find any sample code. I believe that the CompoundOption Class should be used?

https://rkapl123.github.io/QLAnnotatedSource/dc/dae/class_quant_lib_1_1_compound_option.html

If you know of any sample code or if you know how to use `QuantLib` to price compound options, could you please assist. Any help will be appreciated.

## Answer by David Duarte (score 1, accepted)

https://quant.stackexchange.com/a/52901

I don't think the `CompoundOption` class has been exported to the python module

If you try:

```
import QuantLib as ql
ql.CompoundOption()
```

You will get an error:

`AttributeError: module 'QuantLib' has no attribute 'CompoundOption'`

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.