Delta and Gamma of FD american Option

Posted by ravi agrawal-2 on Mar 02, 2010; 9:23pm
URL: http://quantlib.414.s1.nabble.com/Delta-and-Gamma-of-FD-american-Option-tp6478.html

Hi,
Where are the greeks for American Option using finite differences calculated?
At many places am getting americanOption.delta() and americanOption.gamma() as  -1.#IND        1.#QNB respectively.
Any help would be appreciated.

Thanks
Ravi

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