BlackCalculator Member List

This is the complete list of members for BlackCalculator, 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
Calculator (defined in BlackCalculator)BlackCalculator [friend]
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(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(Real spot) const BlackCalculator [virtual]
elasticityForward() const BlackCalculator
forward_ (defined in BlackCalculator)BlackCalculator [protected]
gamma(Real spot) const BlackCalculator [virtual]
gammaForward() const BlackCalculator
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
stdDev_ (defined in BlackCalculator)BlackCalculator [protected]
strike_ (defined in BlackCalculator)BlackCalculator [protected]
strikeSensitivity() const BlackCalculator
theta(Real spot, Time maturity) const BlackCalculator [virtual]
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]