QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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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