Patches item #3022766, was opened at 2010-06-29 12:31
Message generated for change (Settings changed) made by dimathematician
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Dimathematician (dimathematician)
>Assigned to: Luigi Ballabio (lballabio)
Summary: BlackDeltaCalculator
Initial Comment:
Added various functions such as the derivatives of all deltas with respect to strike and volatility
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