Re: Is intraday calculation of Greeks still a problem?

Posted by Luigi Ballabio on Jul 27, 2016; 10:01am
URL: http://quantlib.414.s1.nabble.com/Is-intraday-calculation-of-Greeks-still-a-problem-tp17598p17617.html

Hi,

    apologies for the delay. The side effect was some loss of performance (about 5-10% if I recall correctly).

Luigi

On Fri, Jul 15, 2016 at 11:00 AM georgiosd <[hidden email]> wrote:

That's fantastic! Are there any side-effects I should be aware of?
I mean, why isn't this enabled by default? Because it breaks backward
compatibility?



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What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity planning
reports.http://sdm.link/zohodev2dev
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