24#ifndef quantlib_blackscholescalculator_hpp
25#define quantlib_blackscholescalculator_hpp
35 const ext::shared_ptr<StrikedTypePayoff>&
payoff,
Black-formula calculator class.
Black 1976 calculator class.
virtual Real delta(Real spot) const
virtual Real gamma(Real spot) const
virtual Real elasticity(Real spot) const
virtual Real thetaPerDay(Real spot, Time maturity) const
virtual Real theta(Real spot, Time maturity) const
Black-Scholes 1973 calculator class.
~BlackScholesCalculator() override=default
Real theta(Time maturity) const
Real thetaPerDay(Time maturity) const
Real Time
continuous quantity with 1-year units
Real DiscountFactor
discount factor between dates
ext::shared_ptr< QuantLib::Payoff > payoff