Re: [Quantlib-users] Is intraday calculation of Greeks still a problem?

[Luigi B. <lui...@gm...>]

Hello,
    Klaus' changes were added to the main library a couple of releases ago,
but they're not enabled by default. To enable intra-day pricing, execute

    ./configure --enable-intraday

if you're on Linux or Mac Os X, or open <ql/userconfig.hpp> and uncomment
the line

    //#    define QL_HIGH_RESOLUTION_DATE

if you're on Windows.

Luigi


On Thu, Jul 14, 2016 at 6:32 PM georgiosd <geo...@gm...> wrote:

> 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.
>
>
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