This is the complete list of members for BlackScholesCalculator, including all inherited members.
| alpha() const | BlackCalculator | |
| alpha_ | BlackCalculator | protected |
| beta() const | BlackCalculator | |
| beta_ | BlackCalculator | protected |
| BlackCalculator(const ext::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) | BlackCalculator | |
| BlackCalculator(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0) | BlackCalculator | |
| BlackScholesCalculator(const ext::shared_ptr< StrikedTypePayoff > &payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) | BlackScholesCalculator | |
| BlackScholesCalculator(Option::Type optionType, Real strike, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) | BlackScholesCalculator | |
| cum_d1_ | BlackCalculator | protected |
| cum_d2_ | BlackCalculator | protected |
| d1_ | BlackCalculator | protected |
| d2_ | BlackCalculator | protected |
| DalphaDd1_ | BlackCalculator | protected |
| DbetaDd2_ | BlackCalculator | protected |
| delta() const | BlackScholesCalculator | |
| delta(Real spot) const | BlackScholesCalculator | virtual |
| deltaForward() const | BlackCalculator | |
| discount_ | BlackCalculator | protected |
| dividendRho(Time maturity) const | BlackCalculator | |
| DxDs_ | BlackCalculator | protected |
| DxDstrike_ | BlackCalculator | protected |
| elasticity() const | BlackScholesCalculator | |
| elasticity(Real spot) const | BlackScholesCalculator | virtual |
| elasticityForward() const | BlackCalculator | |
| forward_ | BlackCalculator | protected |
| gamma() const | BlackScholesCalculator | |
| gamma(Real spot) const | BlackScholesCalculator | virtual |
| gammaForward() const | BlackCalculator | |
| growth_ | BlackScholesCalculator | protected |
| initialize(const ext::shared_ptr< StrikedTypePayoff > &p) | BlackCalculator | protected |
| itmAssetProbability() const | BlackCalculator | |
| itmCashProbability() const | BlackCalculator | |
| n_d1_ | BlackCalculator | protected |
| n_d2_ | BlackCalculator | protected |
| rho(Time maturity) const | BlackCalculator | |
| spot_ | BlackScholesCalculator | protected |
| stdDev_ | BlackCalculator | protected |
| strike_ | 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 | BlackCalculator | |
| variance_ | BlackCalculator | protected |
| vega(Time maturity) const | BlackCalculator | |
| x_ | BlackCalculator | protected |
| ~BlackCalculator()=default | BlackCalculator | virtual |
| ~BlackScholesCalculator() override=default | BlackScholesCalculator | |