2nd/3rd order Greeks available?

Posted by L Hollyfeld on Feb 04, 2017; 10:45pm
URL: http://quantlib.414.s1.nabble.com/2nd-3rd-order-Greeks-available-tp18058.html

I'm a novice QuantLib user sticking to QuantLibXL so far.  Is there
any way to calculate 2nd and 3rd order greeks such as Vanna, Vomma,
Charm, Color, Speed, and Ultima?

Since no such functions seem to exist, I'm fearful I'd have to delve
into C++ to attempt to create them, which is a daunting prospect for
my skill level, unless there is some simplistic way to do so. High
degree of accuracy is not required.

Thanks!

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