Fully annotated reference manual - version 1.8.12
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This is the complete list of members for BachelierSpec, including all inherited members.
| delta(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement) | BachelierSpec | |
| gamma(const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement) | BachelierSpec | |
| theta(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real displacement) | BachelierSpec | |
| type | BachelierSpec | static |
| value(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real) | BachelierSpec | |
| vega(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real) | BachelierSpec |