Timeline for RQuantlib not returning greeks for options
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 10, 2022 at 0:49 | comment | added | W Barker | The question was about RQuantLib, but your answer referred to QuantLib. Does your answer apply to both? In general, I understand that RQuantLib may be thought of as a subset of QuantLib, but how those boundaries are defined is not clear to me. Any comment? @pam, I have been able to get other greeks using RQuantLib, but for european options. | |
| Aug 9, 2019 at 10:00 | comment | added | pam | Only value, delta and gamma are available; is it possible to get the remaining greeks with RQuantLib? ie vega, theta, rho? | |
| Aug 9, 2019 at 9:55 | vote | accept | pam | ||
| Aug 8, 2019 at 12:38 | history | answered | Andrew | CC BY-SA 4.0 |