[ quantlib-Feature Requests-910972 ] Add Greeks to Binomial Vanilla Engine

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Feature Requests item #910972, was opened at 2004-03-06 07:41
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Category: None
Group: None
Status: Open
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: Add Greeks to Binomial Vanilla Engine

Initial Comment:
delta, gamma, theta, vega, rho, etc.  ought to be added
to the binomial vanilla engine.   many would consider
this "core" functionality of any serious library.  if i can
find the time, i will look into it myself as Luigi and others
have suggested.  phil k. ([hidden email])

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