QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
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)BlackCalculatorprotected
beta() const (defined in BlackCalculator)BlackCalculator
beta_ (defined in BlackCalculator)BlackCalculatorprotected
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)BlackCalculatorprotected
cum_d2_ (defined in BlackCalculator)BlackCalculatorprotected
d1_ (defined in BlackCalculator)BlackCalculatorprotected
d2_ (defined in BlackCalculator)BlackCalculatorprotected
DalphaDd1_ (defined in BlackCalculator)BlackCalculatorprotected
DbetaDd2_ (defined in BlackCalculator)BlackCalculatorprotected
delta() constBlackScholesCalculator
delta(Real spot) constBlackScholesCalculator
QuantLib::BlackCalculator::delta(Real spot) constBlackCalculatorvirtual
deltaForward() constBlackCalculator
discount_ (defined in BlackCalculator)BlackCalculatorprotected
dividendRho(Time maturity) constBlackCalculator
DxDs_ (defined in BlackCalculator)BlackCalculatorprotected
DxDstrike_ (defined in BlackCalculator)BlackCalculatorprotected
elasticity() constBlackScholesCalculator
elasticity(Real spot) constBlackScholesCalculator
QuantLib::BlackCalculator::elasticity(Real spot) constBlackCalculatorvirtual
elasticityForward() constBlackCalculator
forward_ (defined in BlackCalculator)BlackCalculatorprotected
gamma() constBlackScholesCalculator
gamma(Real spot) constBlackScholesCalculator
QuantLib::BlackCalculator::gamma(Real spot) constBlackCalculatorvirtual
gammaForward() constBlackCalculator
growth_ (defined in BlackScholesCalculator)BlackScholesCalculatorprotected
initialize(const ext::shared_ptr< StrikedTypePayoff > &p) (defined in BlackCalculator)BlackCalculatorprotected
itmAssetProbability() constBlackCalculator
itmCashProbability() constBlackCalculator
n_d1_ (defined in BlackCalculator)BlackCalculatorprotected
n_d2_ (defined in BlackCalculator)BlackCalculatorprotected
rho(Time maturity) constBlackCalculator
spot_ (defined in BlackScholesCalculator)BlackScholesCalculatorprotected
stdDev_ (defined in BlackCalculator)BlackCalculatorprotected
strike_ (defined in BlackCalculator)BlackCalculatorprotected
strikeSensitivity() constBlackCalculator
theta(Time maturity) constBlackScholesCalculator
theta(Real spot, Time maturity) constBlackScholesCalculator
QuantLib::BlackCalculator::theta(Real spot, Time maturity) constBlackCalculatorvirtual
thetaPerDay(Time maturity) constBlackScholesCalculator
thetaPerDay(Real spot, Time maturity) constBlackScholesCalculator
QuantLib::BlackCalculator::thetaPerDay(Real spot, Time maturity) constBlackCalculatorvirtual
value() const (defined in BlackCalculator)BlackCalculator
variance_ (defined in BlackCalculator)BlackCalculatorprotected
vega(Time maturity) constBlackCalculator
x_ (defined in BlackCalculator)BlackCalculatorprotected
~BlackCalculator() (defined in BlackCalculator)BlackCalculatorvirtual
~BlackScholesCalculator() (defined in BlackScholesCalculator)BlackScholesCalculatorvirtual