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) constBlackFormula
elasticityForward() constBlackFormula
gamma(Real spot) const (defined in BlackFormula)BlackFormula
gammaForward() const (defined in BlackFormula)BlackFormula
itmAssetProbability() constBlackFormula
itmCashProbability() constBlackFormula
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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