Hi All,When I am trying to use Vanna-Volga Method in order to get the market value of FX barriershttp://
www.frankfurt-school.de/clicnetclm/file ... 00795AB4it looks that value of Vanna is not counted appropriately when.Any ideas ? Value of Vanna = d^2 V / (dVol * dS) has to be somehow adjusted for FX barriers ?