Fully annotated reference manual - version 1.8.13.0
Loading...
Searching...
No Matches
This is the complete list of members for Black76Spec, including all inherited members.
| delta(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement) | Black76Spec | |
| gamma(const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement) | Black76Spec | |
| theta(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real displacement) | Black76Spec | |
| type | Black76Spec | static |
| value(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement) | Black76Spec | |
| vega(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real displacement) | Black76Spec |