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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for BachelierSpec, including all inherited members.
| delta(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real) | BachelierSpec | |
| type | BachelierSpec | static |
| value(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real) | BachelierSpec | |
| vega(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real) | BachelierSpec |
