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QuantLib: a free/open-source library for quantitative finance
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BlackDeltaPremiumAdjustedSolverClass Member List

This is the complete list of members for BlackDeltaPremiumAdjustedSolverClass, including all inherited members.

bdc_BlackDeltaPremiumAdjustedSolverClassprivate
BlackDeltaPremiumAdjustedSolverClass(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev, Real delta)BlackDeltaPremiumAdjustedSolverClass
delta_BlackDeltaPremiumAdjustedSolverClassprivate
operator()(Real strike) constBlackDeltaPremiumAdjustedSolverClass