QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
file | blackdeltacalculator.cpp [code] |
file | blackdeltacalculator.hpp [code] |
Black-Scholes formula delta calculator class. | |
file | deltavolquote.cpp [code] |
file | deltavolquote.hpp [code] |
Class for the quotation of delta vs vol. | |