MultiAssetOption greeks are scalar

[paveldiko]

I am writing an instrument derived from MultiAssetOption class. The problem I have is that the greeks are declared as scalars in the MultiAssetOption while I need them to all the underlyings. Any suggestions on how to allow them to be vectors in my subclass - apart from effectively overriding entire MultiAssetOption class?

[amaggiulli]

Override class Results in your derived class :
new public class Results : Instrument.Results
also override fetch results :
public override void fetchResults(IPricingEngineResults r)