Re: american options delta leads to seg.fault.

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/american-options-delta-leads-to-seg-fault-tp10543p10546.html

Hi Dirk

>Do any of the other engines provide greeks? Would be nice to
>still provide them for American options as I used to before 0.3.5.

The (old) Finite Difference pricers provide greeks. Unfortunately they
haven't been upgraded to the (new) pricing engine framework yet.

ciao -- Nando