BlackFormula Member List
This is the complete list of members for BlackFormula, including all inherited members.alpha() const (defined in BlackFormula) | BlackFormula | |
beta() const (defined in BlackFormula) | BlackFormula | |
BlackFormula(Real forward, DiscountFactor discount, Real variance, const boost::shared_ptr< StrikedTypePayoff > &payoff) (defined in BlackFormula) | BlackFormula | |
Calculator (defined in BlackFormula) | BlackFormula | [friend] |
delta(Real spot) const (defined in BlackFormula) | BlackFormula | |
deltaForward() const (defined in BlackFormula) | BlackFormula | |
dividendRho(Time maturity) const (defined in BlackFormula) | BlackFormula | |
elasticity(Real spot) const | BlackFormula | |
elasticityForward() const | BlackFormula | |
gamma(Real spot) const (defined in BlackFormula) | BlackFormula | |
gammaForward() const (defined in BlackFormula) | BlackFormula | |
itmAssetProbability() const | BlackFormula | |
itmCashProbability() const | BlackFormula | |
rho(Time maturity) const (defined in BlackFormula) | BlackFormula | |
strikeSensitivity() const (defined in BlackFormula) | BlackFormula | |
theta(Real spot, Time maturity) const (defined in BlackFormula) | BlackFormula | |
thetaPerDay(Real spot, Time maturity) const (defined in BlackFormula) | BlackFormula | |
value() const (defined in BlackFormula) | BlackFormula | |
vega(Time maturity) const (defined in BlackFormula) | BlackFormula |