can i access option greeks from excel addin
Posted by
m z-2 on
Apr 27, 2006; 8:28pm
URL: http://quantlib.414.s1.nabble.com/can-i-access-option-greeks-from-excel-addin-tp7071.html
I have downloaded and built the latest quantlib and add-in. I am planning to use it in an excel spreadsheet to show value and greeks for vanilla options. Now, can I access the options greeks (delta, gamma, vega, theta etc) through the excel add-in? So far, without digging too much into the documents, it seems that the only fields I can get access to are "NPV" and "ENGINE". And if I could, are there any examples and tutorials for accessing option greeks with the excel add-in? Thanks very much for your help ahead of time.
-Mike