quantlib-dev

[Edouard T. <tal...@ly...>]

Hi Ray.
Please, have a look at the following pages, for example codes:
http://quantlib.org/reference/_discrete_hedging_8cpp-example.html
http://quantlib.org/slides/dima-ql-intro-2.pdf
https://quantcorner.wordpress.com/2011/02/06/quantlib-the-greeks-and-other-useful-option-related-values/
Best
Édouard

_________________
   3. QuantLib Vega and Delta (ray 176)
------------------------------

Message: 3
Date: Tue, 28 Aug 2012 17:03:12 +0400
From: ray 176 
Subject: [Quantlib-dev] QuantLib Vega and Delta
To: Qua...@li...
Message-ID:
	
Content-Type: text/plain; charset="iso-8859-1"

Hi there,
i am new to QuantLib, can anyone please point me to a c++ Delta and Vega
examples or classes that i can use for the calculation.
Regards
Ray