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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for BlackScholesCalculator, including all inherited members.
| alpha() const (defined in BlackCalculator) | BlackCalculator | |
| alpha_ (defined in BlackCalculator) | BlackCalculator | protected |
| beta() const (defined in BlackCalculator) | BlackCalculator | |
| beta_ (defined in BlackCalculator) | BlackCalculator | protected |
| BlackCalculator(const ext::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 ext::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) | BlackCalculator | protected |
| cum_d2_ (defined in BlackCalculator) | BlackCalculator | protected |
| d1_ (defined in BlackCalculator) | BlackCalculator | protected |
| d2_ (defined in BlackCalculator) | BlackCalculator | protected |
| DalphaDd1_ (defined in BlackCalculator) | BlackCalculator | protected |
| DbetaDd2_ (defined in BlackCalculator) | BlackCalculator | protected |
| delta() const | BlackScholesCalculator | |
| delta(Real spot) const | BlackScholesCalculator | virtual |
| deltaForward() const | BlackCalculator | |
| discount_ (defined in BlackCalculator) | BlackCalculator | protected |
| dividendRho(Time maturity) const | BlackCalculator | |
| DxDs_ (defined in BlackCalculator) | BlackCalculator | protected |
| DxDstrike_ (defined in BlackCalculator) | BlackCalculator | protected |
| elasticity() const | BlackScholesCalculator | |
| elasticity(Real spot) const | BlackScholesCalculator | virtual |
| elasticityForward() const | BlackCalculator | |
| forward_ (defined in BlackCalculator) | BlackCalculator | protected |
| gamma() const | BlackScholesCalculator | |
| gamma(Real spot) const | BlackScholesCalculator | virtual |
| gammaForward() const | BlackCalculator | |
| growth_ (defined in BlackScholesCalculator) | BlackScholesCalculator | protected |
| initialize(const ext::shared_ptr< StrikedTypePayoff > &p) (defined in BlackCalculator) | BlackCalculator | protected |
| itmAssetProbability() const | BlackCalculator | |
| itmCashProbability() const | BlackCalculator | |
| n_d1_ (defined in BlackCalculator) | BlackCalculator | protected |
| n_d2_ (defined in BlackCalculator) | BlackCalculator | protected |
| rho(Time maturity) const | BlackCalculator | |
| spot_ (defined in BlackScholesCalculator) | BlackScholesCalculator | protected |
| stdDev_ (defined in BlackCalculator) | BlackCalculator | protected |
| strike_ (defined in BlackCalculator) | BlackCalculator | protected |
| strikeGamma() const | BlackCalculator | |
| strikeSensitivity() const | BlackCalculator | |
| theta(Time maturity) const | BlackScholesCalculator | |
| theta(Real spot, Time maturity) const | BlackScholesCalculator | virtual |
| thetaPerDay(Time maturity) const | BlackScholesCalculator | |
| thetaPerDay(Real spot, Time maturity) const | BlackScholesCalculator | virtual |
| value() const (defined in BlackCalculator) | BlackCalculator | |
| variance_ (defined in BlackCalculator) | BlackCalculator | protected |
| vega(Time maturity) const | BlackCalculator | |
| x_ (defined in BlackCalculator) | BlackCalculator | protected |
| ~BlackCalculator()=default (defined in BlackCalculator) | BlackCalculator | virtual |
| ~BlackScholesCalculator() override=default (defined in BlackScholesCalculator) | BlackScholesCalculator |