Re: QuantLib Vega and Delta

Posted by ray 176 on Aug 30, 2012; 5:40am
URL: http://quantlib.414.s1.nabble.com/QuantLib-Vega-and-Delta-tp12931p12933.html

hi Guys,

can anyone advice if the below is possible with the current solution, i would like to use it for Forex market

Regards

Ray

On 28 August 2012 17:03, ray 176 <[hidden email]> wrote:

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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