Speed of Night, of course.
"I don't want to let another trade get by
The gamma's slipping through our fingers but we're not gonna sell
The hedge'll be our cover and we'll huddle on the floor
We got Bloomberg on our screens to track PnL"
Also OK for trading, in practice. Traders don't care about derivatives, the market doesn't move in epsilon increments (see Taleb).Moving beyond the original question and beyond scope, using divided differences to compute greeks is OK for pedagogy
> from cppyml import linear_regression
> help(linear_regression)