QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Black76Spec Member List

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
typeBlack76Specstatic
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