BlackCalculator Member List

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

alpha() const (defined in BlackCalculator)BlackCalculator
alpha_ (defined in BlackCalculator)BlackCalculatorprotected
beta() const (defined in BlackCalculator)BlackCalculator
beta_ (defined in BlackCalculator)BlackCalculatorprotected
BlackCalculator(const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) (defined in BlackCalculator)BlackCalculator
BlackCalculator(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0) (defined in BlackCalculator)BlackCalculator
Calculator (defined in BlackCalculator)BlackCalculatorfriend
cum_d1_ (defined in BlackCalculator)BlackCalculatorprotected
cum_d2_ (defined in BlackCalculator)BlackCalculatorprotected
d1_ (defined in BlackCalculator)BlackCalculatorprotected
d2_ (defined in BlackCalculator)BlackCalculatorprotected
DalphaDd1_ (defined in BlackCalculator)BlackCalculatorprotected
DbetaDd2_ (defined in BlackCalculator)BlackCalculatorprotected
delta(Real spot) const BlackCalculatorvirtual
deltaForward() const BlackCalculator
discount_ (defined in BlackCalculator)BlackCalculatorprotected
dividendRho(Time maturity) const BlackCalculator
DxDs_ (defined in BlackCalculator)BlackCalculatorprotected
DxDstrike_ (defined in BlackCalculator)BlackCalculatorprotected
elasticity(Real spot) const BlackCalculatorvirtual
elasticityForward() const BlackCalculator
forward_ (defined in BlackCalculator)BlackCalculatorprotected
gamma(Real spot) const BlackCalculatorvirtual
gammaForward() const BlackCalculator
initialize(const boost::shared_ptr< StrikedTypePayoff > &p) (defined in BlackCalculator)BlackCalculatorprotected
itmAssetProbability() const BlackCalculator
itmCashProbability() const BlackCalculator
n_d1_ (defined in BlackCalculator)BlackCalculatorprotected
n_d2_ (defined in BlackCalculator)BlackCalculatorprotected
rho(Time maturity) const BlackCalculator
stdDev_ (defined in BlackCalculator)BlackCalculatorprotected
strike_ (defined in BlackCalculator)BlackCalculatorprotected
strikeSensitivity() const BlackCalculator
theta(Real spot, Time maturity) const BlackCalculatorvirtual
thetaPerDay(Real spot, Time maturity) const BlackCalculatorvirtual
value() const (defined in BlackCalculator)BlackCalculator
variance_ (defined in BlackCalculator)BlackCalculatorprotected
vega(Time maturity) const BlackCalculator
x_ (defined in BlackCalculator)BlackCalculatorprotected
~BlackCalculator() (defined in BlackCalculator)BlackCalculatorvirtual