QuantLib: C:/dev/QuantLib/ql/pricingengines/blackcalculator.hpp File Reference

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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>

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Classes
class	BlackCalculator
	Black 1976 calculator class. More...

Namespaces
namespace	QuantLib

Detailed Description

Black-formula calculator class.

Definition in file blackcalculator.hpp.