Adjusted Greeks, Point Types and Skew Dimensions

Document detailing how adjusted greeks are calculated with respect to point type and skew dimension

Document can be downloaded here.

As of Freeway 6.3.2 only the current analytical calculation of adjusted greeks is supported with the aim of moving to the numerical method in the future.

The current server setting must be applied* UseNumericalAdjustedGreeks = false

* applied by Metro Support Team