.. role:: hidden
    :class: hidden-section

pfhedge.autogreek
=================

`pfhedge.autogreek` provides functions implementing automatic evaluation of greeks (susceptibility of derivative price to its input parameters) using automatic differentiation.

.. currentmodule:: pfhedge.autogreek

Delta
-----

.. autofunction:: delta

Gamma
-----

.. autofunction:: gamma

Vega
----

.. autofunction:: vega

Theta
-----

.. autofunction:: theta