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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Black-formula calculator class. More...
#include <ql/instruments/payoffs.hpp>Go to the source code of this file.
Classes | |
| class | BlackCalculator |
| Black 1976 calculator class. More... | |
Namespaces | |
| namespace | QuantLib |
Black-formula calculator class.
Definition in file blackcalculator.hpp.