QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
BlackScholesCalculator Member List

This is the complete list of members for BlackScholesCalculator, including all inherited members.

alpha() const (defined in BlackCalculator)BlackCalculator
alpha_ (defined in BlackCalculator)BlackCalculatorprotected
beta() const (defined in BlackCalculator)BlackCalculator
beta_ (defined in BlackCalculator)BlackCalculatorprotected
BlackCalculator(const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) (defined in BlackCalculator)BlackCalculator
BlackCalculator(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0) (defined in BlackCalculator)BlackCalculator
BlackScholesCalculator(const boost::shared_ptr< StrikedTypePayoff > &payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) (defined in BlackScholesCalculator)BlackScholesCalculator
BlackScholesCalculator(Option::Type optionType, Real strike, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) (defined in BlackScholesCalculator)BlackScholesCalculator
cum_d1_ (defined in BlackCalculator)BlackCalculatorprotected
cum_d2_ (defined in BlackCalculator)BlackCalculatorprotected
d1_ (defined in BlackCalculator)BlackCalculatorprotected
d2_ (defined in BlackCalculator)BlackCalculatorprotected
DalphaDd1_ (defined in BlackCalculator)BlackCalculatorprotected
DbetaDd2_ (defined in BlackCalculator)BlackCalculatorprotected
delta() const BlackScholesCalculator
QuantLib::BlackCalculator::delta(Real spot) const BlackCalculatorvirtual
deltaForward() const BlackCalculator
discount_ (defined in BlackCalculator)BlackCalculatorprotected
dividendRho(Time maturity) const BlackCalculator
DxDs_ (defined in BlackCalculator)BlackCalculatorprotected
DxDstrike_ (defined in BlackCalculator)BlackCalculatorprotected
elasticity() const BlackScholesCalculator
QuantLib::BlackCalculator::elasticity(Real spot) const BlackCalculatorvirtual
elasticityForward() const BlackCalculator
forward_ (defined in BlackCalculator)BlackCalculatorprotected
gamma() const BlackScholesCalculator
QuantLib::BlackCalculator::gamma(Real spot) const BlackCalculatorvirtual
gammaForward() const BlackCalculator
growth_ (defined in BlackScholesCalculator)BlackScholesCalculatorprotected
initialize(const boost::shared_ptr< StrikedTypePayoff > &p) (defined in BlackCalculator)BlackCalculatorprotected
itmAssetProbability() const BlackCalculator
itmCashProbability() const BlackCalculator
n_d1_ (defined in BlackCalculator)BlackCalculatorprotected
n_d2_ (defined in BlackCalculator)BlackCalculatorprotected
rho(Time maturity) const BlackCalculator
spot_ (defined in BlackScholesCalculator)BlackScholesCalculatorprotected
stdDev_ (defined in BlackCalculator)BlackCalculatorprotected
strike_ (defined in BlackCalculator)BlackCalculatorprotected
strikeSensitivity() const BlackCalculator
theta(Time maturity) const BlackScholesCalculator
QuantLib::BlackCalculator::theta(Real spot, Time maturity) const BlackCalculatorvirtual
thetaPerDay(Time maturity) const BlackScholesCalculator
QuantLib::BlackCalculator::thetaPerDay(Real spot, Time maturity) const BlackCalculatorvirtual
value() const (defined in BlackCalculator)BlackCalculator
variance_ (defined in BlackCalculator)BlackCalculatorprotected
vega(Time maturity) const BlackCalculator
x_ (defined in BlackCalculator)BlackCalculatorprotected
~BlackCalculator() (defined in BlackCalculator)BlackCalculatorvirtual
~BlackScholesCalculator() (defined in BlackScholesCalculator)BlackScholesCalculatorvirtual