lballabio/quantlib — pull request #139 by rglarix (2014-09-24 12:47:08+00:00)
Title: Initializes greeks and cheks vanilla values in fwd evaluation

Greeks and MoreGreeks aren't initialized on construction, leading to errors when using quanto and forward engines.
Besides, forward engine doesn't check embedded engine results, returning bogus values when the vanilla engine can't calculate some greeks.