发布

  • 14097 09c4a53f95

    Fix greeks all being zero on expiration date (#6401)

    frostbyte_neo 发布于 2022-06-16 15:29:51 +00:00 | 1878 次提交 在此版本后已推送到 master

    • Fix option price and greeks always beign zero on the expiration date

    • Fix option price and greeks always beign zero on the expiration date

    • Updated documentation

    • Style and performace changes

    • Address changes request

    • Fix QL.Settings.includeReferenceDateEvents not being set on every thread

    • Updated code documentation

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