BlackCalculator Member List

This is the complete list of members for BlackCalculator, 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
cum_d1_	BlackCalculator	protected
cum_d2_	BlackCalculator	protected
d1_	BlackCalculator	protected
d2_	BlackCalculator	protected
DalphaDd1_	BlackCalculator	protected
DbetaDd2_	BlackCalculator	protected
delta(Real spot) const	BlackCalculator	virtual
deltaForward() const	BlackCalculator
discount_	BlackCalculator	protected
dividendRho(Time maturity) const	BlackCalculator
DxDs_	BlackCalculator	protected
DxDstrike_	BlackCalculator	protected
elasticity(Real spot) const	BlackCalculator	virtual
elasticityForward() const	BlackCalculator
forward_	BlackCalculator	protected
gamma(Real spot) const	BlackCalculator	virtual
gammaForward() const	BlackCalculator
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
stdDev_	BlackCalculator	protected
strike_	BlackCalculator	protected
strikeGamma() const	BlackCalculator
strikeSensitivity() const	BlackCalculator
theta(Real spot, Time maturity) const	BlackCalculator	virtual
thetaPerDay(Real spot, Time maturity) const	BlackCalculator	virtual
value() const	BlackCalculator
variance_	BlackCalculator	protected
vega(Time maturity) const	BlackCalculator
x_	BlackCalculator	protected
~BlackCalculator()=default	BlackCalculator	virtual