[ quantlib-Feature Requests-910972 ] Add Greeks to Binomial Vanilla Engine
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Mar 09, 2004; 1:21am
URL: http://quantlib.414.s1.nabble.com/quantlib-Feature-Requests-910972-Add-Greeks-to-Binomial-Vanilla-Engine-tp10494.html
Feature Requests item #910972, was opened at 2004-03-06 07:41
Message generated for change (Tracker Item Submitted) made by Item Submitter
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https://sourceforge.net/tracker/?func=detail&atid=362740&aid=910972&group_id=12740Category: None
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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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