QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
blackdeltacalculator.hpp File Reference

Black-Scholes formula delta calculator class. More...

#include <ql/pricingengines/blackcalculator.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/experimental/fx/deltavolquote.hpp>

Go to the source code of this file.

Classes

class  BlackDeltaCalculator
 Black delta calculator class. More...
 
class  BlackDeltaPremiumAdjustedSolverClass
 
class  BlackDeltaPremiumAdjustedMaxStrikeClass
 

Namespaces

namespace  QuantLib
 

Detailed Description

Black-Scholes formula delta calculator class.

Definition in file blackdeltacalculator.hpp.