[Quantlib-dev] Partial greeks calculation for MonteCarloed basket options

[<fho...@gm...>]

Hi there!
What is the most general way to calculate (partial) greeks for a MultiAssetOption or a BasketOption? Does anyone ever had the chance to implement something like this? E.g., in the case of delta at least I am not able move the spot of the underlying StochasticProcess within the option's class. Any hints are more than welcome.

Regards Frank
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