Greeks

Posted by Sumit Gupta-5 on Mar 19, 2009; 2:21am
URL: http://quantlib.414.s1.nabble.com/Greeks-tp7342.html

I am trying to get my hands on Options. I am trying to use the QuantLib C# code for calculating Options (single and multiple) and also to evaluate Greeks and Marginal Values. In the solution I have seen an example of calculating options but the values there is not matching with www.asx.com.au calculator. Also, I have been trying to print GREEKS by using the code in quant lib but could not do it so far. I am little confused by the programming structure of quantlib and I need some help. An example program which I can use to get the Greeks for Eurpean/American Call/Put options will be a great help.

Regards,
Sumit Gupta

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