<t>Hello,JohnLaw is right only for options' portofolio cases where all the trades have the same notional. Otherwise, the wight of each trade is to be taken into account.The Cap greek is compute as below:G = Sum[W(i) * G(i)] / Sum[W(i)]where G(i) is the greek of the caplet iW(i) is the weight of the ...

Hello,I'm working on Fader options. Can everyone tells me somethings about them?Best regard.Solos

Hello all,I'm pricing an option (Which is like the KIKO one) with the KI barrier European and the KO american.Could you help me?Thks.