BlackScholesCalculator Member List

This is the complete list of members for BlackScholesCalculator, including all inherited members.

alpha() const	BlackCalculator
alpha_	BlackCalculator	protected
beta() const	BlackCalculator
beta_	BlackCalculator	protected
BlackCalculator(const ext::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0)	BlackCalculator
BlackCalculator(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0)	BlackCalculator
BlackScholesCalculator(const ext::shared_ptr< StrikedTypePayoff > &payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount)	BlackScholesCalculator
BlackScholesCalculator(Option::Type optionType, Real strike, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount)	BlackScholesCalculator
cum_d1_	BlackCalculator	protected
cum_d2_	BlackCalculator	protected
d1_	BlackCalculator	protected
d2_	BlackCalculator	protected
DalphaDd1_	BlackCalculator	protected
DbetaDd2_	BlackCalculator	protected
delta() const	BlackScholesCalculator
delta(Real spot) const	BlackScholesCalculator	virtual
deltaForward() const	BlackCalculator
discount_	BlackCalculator	protected
dividendRho(Time maturity) const	BlackCalculator
DxDs_	BlackCalculator	protected
DxDstrike_	BlackCalculator	protected
elasticity() const	BlackScholesCalculator
elasticity(Real spot) const	BlackScholesCalculator	virtual
elasticityForward() const	BlackCalculator
forward_	BlackCalculator	protected
gamma() const	BlackScholesCalculator
gamma(Real spot) const	BlackScholesCalculator	virtual
gammaForward() const	BlackCalculator
growth_	BlackScholesCalculator	protected
initialize(const ext::shared_ptr< StrikedTypePayoff > &p)	BlackCalculator	protected
itmAssetProbability() const	BlackCalculator
itmCashProbability() const	BlackCalculator
n_d1_	BlackCalculator	protected
n_d2_	BlackCalculator	protected
rho(Time maturity) const	BlackCalculator
spot_	BlackScholesCalculator	protected
stdDev_	BlackCalculator	protected
strike_	BlackCalculator	protected
strikeGamma() const	BlackCalculator
strikeSensitivity() const	BlackCalculator
theta(Time maturity) const	BlackScholesCalculator
theta(Real spot, Time maturity) const	BlackScholesCalculator	virtual
thetaPerDay(Time maturity) const	BlackScholesCalculator
thetaPerDay(Real spot, Time maturity) const	BlackScholesCalculator	virtual
value() const	BlackCalculator
variance_	BlackCalculator	protected
vega(Time maturity) const	BlackCalculator
x_	BlackCalculator	protected
~BlackCalculator()=default	BlackCalculator	virtual
~BlackScholesCalculator() override=default	BlackScholesCalculator