QuantLib Vega and Delta

[ray 176]

Hi there,

i am new to QuantLib, can anyone please point me to a c++ Delta and Vega examples or classes that i can use for the calculation.

Regards

Ray 

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[Luigi Ballabio]

For what kind of instruments?

Luigi

On Tue, Aug 28, 2012 at 3:03 PM, ray 176 <[hidden email]> wrote:

> Hi there,
> i am new to QuantLib, can anyone please point me to a c++ Delta and Vega
> examples or classes that i can use for the calculation.
> Regards
> Ray
>
> ------------------------------------------------------------------------------
> Live Security Virtual Conference
> Exclusive live event will cover all the ways today's security and
> threat landscape has changed and how IT managers can respond. Discussions
> will include endpoint security, mobile security and the latest in malware
> threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

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[ray 176]

hi Guys,

can anyone advice if the below is possible with the current solution, i would like to use it for Forex market

Regards

Ray

On 28 August 2012 17:03, ray 176 <[hidden email]> wrote:

Hi there,

i am new to QuantLib, can anyone please point me to a c++ Delta and Vega examples or classes that i can use for the calculation.

Regards

Ray 

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threat landscape has changed and how IT managers can respond. Discussions
will include endpoint security, mobile security and the latest in malware
threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
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[tallent_e]

Hi Ray.
Please, have a look at the following pages, for example codes:
http://quantlib.org/reference/_discrete_hedging_8cpp-example.html
http://quantlib.org/slides/dima-ql-intro-2.pdf
https://quantcorner.wordpress.com/2011/02/06/quantlib-the-greeks-and-other-useful-option-related-values/
Best
Édouard

_________________
   3. QuantLib Vega and Delta (ray 176)
------------------------------

Message: 3
Date: Tue, 28 Aug 2012 17:03:12 +0400
From: ray 176
Subject: [Quantlib-dev] QuantLib Vega and Delta
To: [hidden email]
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Content-Type: text/plain; charset="iso-8859-1"

Hi there,
i am new to QuantLib, can anyone please point me to a c++ Delta and Vega
examples or classes that i can use for the calculation.
Regards
Ray

------------------------------------------------------------------------------
Live Security Virtual Conference
Exclusive live event will cover all the ways today's security and
threat landscape has changed and how IT managers can respond. Discussions
will include endpoint security, mobile security and the latest in malware
threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
_______________________________________________
QuantLib-dev mailing list
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https://lists.sourceforge.net/lists/listinfo/quantlib-dev