Posted by
Luigi Ballabio on
Mar 20, 2009; 10:00am
URL: http://quantlib.414.s1.nabble.com/Greeks-tp7342p7343.html
On Thu, 2009-03-19 at 13:21 +1100, Sumit Gupta wrote:
> 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.
Do you have an example of values not matching (and the inputs you used)?
Luigi
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