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
BlackScholesCalculator(const boost::shared_ptr< StrikedTypePayoff > &payoff, 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() constBlackScholesCalculator
QuantLib::BlackCalculator::delta(Real spot) constBlackCalculator [virtual]
deltaForward() constBlackCalculator
discount_ (defined in BlackCalculator)BlackCalculator [protected]
dividendRho(Time maturity) const BlackCalculator
DXDs_ (defined in BlackCalculator)BlackCalculator [protected]
DXDstrike_ (defined in BlackCalculator)BlackCalculator [protected]
elasticity() constBlackScholesCalculator
QuantLib::BlackCalculator::elasticity(Real spot) constBlackCalculator [virtual]
elasticityForward() constBlackCalculator
forward_ (defined in BlackCalculator)BlackCalculator [protected]
gamma() constBlackScholesCalculator
QuantLib::BlackCalculator::gamma(Real spot) constBlackCalculator [virtual]
gammaForward() constBlackCalculator
growth_ (defined in BlackScholesCalculator)BlackScholesCalculator [protected]
itmAssetProbability() constBlackCalculator
itmCashProbability() constBlackCalculator
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() constBlackCalculator
theta(Time maturity) const BlackScholesCalculator
QuantLib::BlackCalculator::theta(Real spot, Time maturity) constBlackCalculator [virtual]
thetaPerDay(Time maturity) const BlackScholesCalculator
QuantLib::BlackCalculator::thetaPerDay(Real spot, Time maturity) constBlackCalculator [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]