blackdeltacalculator.hpp File Reference

Black-Scholes formula delta calculator class. More...

#include <ql/pricingengines/blackcalculator.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/experimental/fx/deltavolquote.hpp>

Go to the source code of this file.

Classes
class	BlackDeltaCalculator
	Black delta calculator class. More...
class	BlackDeltaPremiumAdjustedSolverClass
class	BlackDeltaPremiumAdjustedMaxStrikeClass

Namespaces
namespace	QuantLib

Detailed Description

Black-Scholes formula delta calculator class.

Definition in file blackdeltacalculator.hpp.