Re: QuantLib Vega and Delta

Posted by tallent_e on Aug 31, 2012; 7:36pm
URL: http://quantlib.414.s1.nabble.com/QuantLib-Vega-and-Delta-tp12931p12932.html

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

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   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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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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