Heads up - FD engine enhancements
Posted by
Joseph Wang-4 on
URL: http://quantlib.414.s1.nabble.com/Heads-up-FD-engine-enhancements-tp16366.html
Just a heads up. I'm working on some enhancements to the FD engine
that will let you pull the entire greeks curves from one calculation.
All of the math is there, it's just a matter of adding the interfaces
to the engine so that I can pull out the data.
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