Barrier options

Thanks everyone for showing interest on my problem. On installing QL I feel
some problems are there for vista+2.12.0 combination. I could install
perfectly in xp+2.10.1 machine without any problem. However I used rmetrics
package for valuation of barrier option.

But in fExoticOptions package there seems to be no option to find greeks of
barrier option. BarrierOption() function of RQuantLib() has option for
sensitivity as well, however all the examples I have tried give NaN value
for sensitivity:

BarrierOption(barrType="downin", type="call", underlying=100,

+              strike=100, dividendYield=0.02, riskFreeRate=0.03,
+              maturity=0.5, volatility=0.4, barrier=90)
Concise summary of valuation for BarrierOption 
 value  delta  gamma   vega  theta    rho divRho 
3.7383    NaN    NaN    NaN    NaN    NaN    NaN 


Can anyone help me to calculate greeks as well for Barrier option?

Thanks,

View this message in context: http://r.789695.n4.nabble.com/Barrier-options-tp3021886p3025292.html
Sent from the Rmetrics mailing list archive at Nabble.com.