Barrier option greeks

Posted by Siddharth Sharma-3 on Jun 23, 2005; 5:22am
URL: http://quantlib.414.s1.nabble.com/Barrier-option-greeks-tp3857.html

Hello,
 Is it true that the AnalyticBarrierEngine in QuantLib
0.3.8 doesn't have any support for greeks, or am I
somehow mistaken? If greeks are to be implemented,
what would be the best way of doing it?

thanks and regards
Sid





               
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