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From: Ferdinando A. <na...@am...> - 2004-04-05 15:10:35
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Hi Dirk >Do any of the other engines provide greeks? Would be nice to >still provide them for American options as I used to before 0.3.5. The (old) Finite Difference pricers provide greeks. Unfortunately they haven't been upgraded to the (new) pricing engine framework yet. ciao -- Nando |