Posted by
Luigi Ballabio on
Aug 28, 2012; 1:10pm
URL: http://quantlib.414.s1.nabble.com/QuantLib-Vega-and-Delta-tp12931p12934.html
For what kind of instruments?
Luigi
On Tue, Aug 28, 2012 at 3:03 PM, 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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