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Is intraday calculation of Greeks still a problem?
Posted by
georgiosd
on
Jul 14, 2016; 3:19pm
URL:
http://quantlib.414.s1.nabble.com/Is-intraday-calculation-of-Greeks-still-a-problem-tp17598.html
Hi everyone,
Great job on quantlib! I was interested in calculating Greeks for some options, intraday but saw this:
https://hpcquantlib.wordpress.com/2015/01/04/intraday-high-resolution-day-counters/
Is this still a relevant concern?
Thank you
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