### A free/open-source library for quantitative finance

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) | BlackCalculator | `[protected]`
beta() const (defined in BlackCalculator) | BlackCalculator |
beta_ (defined in BlackCalculator) | BlackCalculator | `[protected]`
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) | 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 |
QuantLib::BlackCalculator::delta(Real spot) const | BlackCalculator | `[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 |
QuantLib::BlackCalculator::elasticity(Real spot) const | BlackCalculator | `[virtual]`
elasticityForward() const | BlackCalculator |
forward_ (defined in BlackCalculator) | BlackCalculator | `[protected]`
gamma() const | BlackScholesCalculator |
QuantLib::BlackCalculator::gamma(Real spot) const | BlackCalculator | `[virtual]`
gammaForward() const | BlackCalculator |
growth_ (defined in BlackScholesCalculator) | BlackScholesCalculator | `[protected]`
initialize(const boost::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]`
strikeSensitivity() const | BlackCalculator |
theta(Time maturity) const | BlackScholesCalculator |
QuantLib::BlackCalculator::theta(Real spot, Time maturity) const | BlackCalculator | `[virtual]`
thetaPerDay(Time maturity) const | BlackScholesCalculator |
QuantLib::BlackCalculator::thetaPerDay(Real spot, Time maturity) const | BlackCalculator | `[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() (defined in BlackCalculator) | BlackCalculator | `[virtual]`
~BlackScholesCalculator() (defined in BlackScholesCalculator) | BlackScholesCalculator | `[virtual]`