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From: georgiosd <geo...@gm...> - 2016-07-14 16:32:04
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Hi everyone, Great job on quantlib! I was interested in calculating Greeks for some options, intraday but saw this: https://hpcquantlib.wordpress.com/2015/01/04/intraday-high-resolution-day-counters/ Is this still a relevant concern? Thank you -- View this message in context: http://quantlib.10058.n7.nabble.com/Is-intraday-calculation-of-Greeks-still-a-problem-tp17598.html Sent from the quantlib-users mailing list archive at Nabble.com. |