BlackDeltaCalculator Member List

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

atmStrike(DeltaVolQuote::AtmType atmT) const (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
BlackDeltaCalculator(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev) (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
cumD1(Real strike) const (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
cumD2(Real strike) const (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
deltaFromStrike(Real strike) const (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
nD1(Real strike) const (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
nD2(Real strike) const (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
setDeltaType(DeltaVolQuote::DeltaType dt) (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
setOptionType(Option::Type ot) (defined in BlackDeltaCalculator) | BlackDeltaCalculator |
strikeFromDelta(Real delta) const (defined in BlackDeltaCalculator) | BlackDeltaCalculator |