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

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

Hi,
    apologies for the delay. The side effect was some loss of performance
(about 5-10% if I recall correctly).

Luigi


On Fri, Jul 15, 2016 at 11:00 AM georgiosd <geo...@gm...> wrote:

> That's fantastic! Are there any side-effects I should be aware of?
> I mean, why isn't this enabled by default? Because it breaks backward
> compatibility?
>
>
>
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