Re: [Quantlib-dev] american options delta leads to seg.fault.

[Ferdinando A. <na...@am...>]

>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.

BTW I hope to provide delta/gamma/theta for all the binomial engines before 
0.3.7
I would like to implement the 3-nodes trick, that is to have a tree with 
three nodes instead of one at the t=0.0 root: this should provide delta and 
gamma, then use Black-Scholes for theta.

ciao -- Nando