Login  Register

Re: Greeks

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


--

A debugged program is one for which you have not yet found the
conditions that make it fail.
-- Jerry Ogdin



------------------------------------------------------------------------------
Apps built with the Adobe(R) Flex(R) framework and Flex Builder(TM) are
powering Web 2.0 with engaging, cross-platform capabilities. Quickly and
easily build your RIAs with Flex Builder, the Eclipse(TM)based development
software that enables intelligent coding and step-through debugging.
Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users