QuantLib 0.3.7
http://quantlib.org
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BlackFormula Member List
This is the complete list of members for
BlackFormula
, including all inherited members.
alpha
() const (defined in
BlackFormula
)
BlackFormula
beta
() const (defined in
BlackFormula
)
BlackFormula
BlackFormula
(Real forward, DiscountFactor discount, Real variance, const boost::shared_ptr< StrikedTypePayoff > &payoff) (defined in
BlackFormula
)
BlackFormula
delta
(Real spot) const (defined in
BlackFormula
)
BlackFormula
deltaForward
() const (defined in
BlackFormula
)
BlackFormula
dividendRho
(Time maturity) const (defined in
BlackFormula
)
BlackFormula
elasticity
(Real spot) const
BlackFormula
elasticityForward
() const
BlackFormula
gamma
(Real spot) const (defined in
BlackFormula
)
BlackFormula
gammaForward
() const (defined in
BlackFormula
)
BlackFormula
itmAssetProbability
() const
BlackFormula
itmCashProbability
() const
BlackFormula
rho
(Time maturity) const (defined in
BlackFormula
)
BlackFormula
strikeSensitivity
() const (defined in
BlackFormula
)
BlackFormula
theta
(Real spot, Time maturity) const (defined in
BlackFormula
)
BlackFormula
thetaPerDay
(Real spot, Time maturity) const (defined in
BlackFormula
)
BlackFormula
value
() const (defined in
BlackFormula
)
BlackFormula
vega
(Time maturity) const (defined in
BlackFormula
)
BlackFormula
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