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

[Joseph W. <joe...@gm...>]

No.  It's numerical differentiation, but it just exposes some of the
things that are currently calculated.

On Sun, Mar 15, 2015 at 7:31 PM, Cheng Li <scr...@gm...> wrote:
> 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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