Hello,
apologies for the delay. If it's still of any interest, the
FFTVanillaEngine only calculates the price. You'll need to calculate
Greeks numerically.
Luigi
On Mon, Feb 18, 2013 at 9:13 PM, Jordi Trading <
[hidden email]> wrote:
> Is it possible to get the greeks with the FFTVanillaEngine and if so how? It
> returns the price but I got an error when trying the theta() method.
>
> thx
> J.
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