[Quantlib-dev] [ quantlib-Patches-3022766 ] BlackDeltaCalculator

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Patches item #3022766, was opened at 2010-06-29 12:31
Message generated for change (Tracker Item Submitted) made by dimathematician
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Dimathematician (dimathematician)
Assigned to: Nobody/Anonymous (nobody)
Summary: BlackDeltaCalculator

Initial Comment:
Added various functions such as the derivatives of all deltas with respect to strike and volatility

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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3022766&group_id=12740