[Quantlib-dev] 答复: Heads up - FD engine enhancements

[Cheng L. <scr...@gm...>]

Hi Joseph,

So is it the similar algorithmic differentiation approach for FD? 

Regards,
Cheng
-----邮件原件-----
发件人: Joseph Wang [mailto:joe...@gm...] 
发送时间: 2015年3月15日 15:16
收件人: qua...@li...
主题: [Quantlib-dev] Heads up - FD engine enhancements

Just a heads up.  I'm working on some enhancements to the FD engine that
will let you pull the entire greeks curves from one calculation.
All of the math is there, it's just a matter of adding the interfaces to the
engine so that I can pull out the data.

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