|
QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
|
This is the complete list of members for BlackDeltaPremiumAdjustedSolverClass, including all inherited members.
| bdc_ | BlackDeltaPremiumAdjustedSolverClass | private |
| BlackDeltaPremiumAdjustedSolverClass(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev, Real delta) | BlackDeltaPremiumAdjustedSolverClass | |
| delta_ | BlackDeltaPremiumAdjustedSolverClass | private |
| operator()(Real strike) const | BlackDeltaPremiumAdjustedSolverClass |