This is the complete list of members for BlackScholesCalculator, including all inherited members.
alpha() const (defined in BlackCalculator) | BlackCalculator | |
alpha_ (defined in BlackCalculator) | BlackCalculator | protected |
beta() const (defined in BlackCalculator) | BlackCalculator | |
beta_ (defined in BlackCalculator) | BlackCalculator | protected |
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 | |
BlackScholesCalculator(const boost::shared_ptr< StrikedTypePayoff > &payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) (defined in BlackScholesCalculator) | BlackScholesCalculator | |
BlackScholesCalculator(Option::Type optionType, Real strike, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) (defined in BlackScholesCalculator) | BlackScholesCalculator | |
cum_d1_ (defined in BlackCalculator) | BlackCalculator | protected |
cum_d2_ (defined in BlackCalculator) | BlackCalculator | protected |
d1_ (defined in BlackCalculator) | BlackCalculator | protected |
d2_ (defined in BlackCalculator) | BlackCalculator | protected |
DalphaDd1_ (defined in BlackCalculator) | BlackCalculator | protected |
DbetaDd2_ (defined in BlackCalculator) | BlackCalculator | protected |
delta() const | BlackScholesCalculator | |
QuantLib::BlackCalculator::delta(Real spot) const | BlackCalculator | virtual |
deltaForward() const | BlackCalculator | |
discount_ (defined in BlackCalculator) | BlackCalculator | protected |
dividendRho(Time maturity) const | BlackCalculator | |
DxDs_ (defined in BlackCalculator) | BlackCalculator | protected |
DxDstrike_ (defined in BlackCalculator) | BlackCalculator | protected |
elasticity() const | BlackScholesCalculator | |
QuantLib::BlackCalculator::elasticity(Real spot) const | BlackCalculator | virtual |
elasticityForward() const | BlackCalculator | |
forward_ (defined in BlackCalculator) | BlackCalculator | protected |
gamma() const | BlackScholesCalculator | |
QuantLib::BlackCalculator::gamma(Real spot) const | BlackCalculator | virtual |
gammaForward() const | BlackCalculator | |
growth_ (defined in BlackScholesCalculator) | BlackScholesCalculator | protected |
initialize(const boost::shared_ptr< StrikedTypePayoff > &p) (defined in BlackCalculator) | BlackCalculator | protected |
itmAssetProbability() const | BlackCalculator | |
itmCashProbability() const | BlackCalculator | |
n_d1_ (defined in BlackCalculator) | BlackCalculator | protected |
n_d2_ (defined in BlackCalculator) | BlackCalculator | protected |
rho(Time maturity) const | BlackCalculator | |
spot_ (defined in BlackScholesCalculator) | BlackScholesCalculator | protected |
stdDev_ (defined in BlackCalculator) | BlackCalculator | protected |
strike_ (defined in BlackCalculator) | BlackCalculator | protected |
strikeSensitivity() const | BlackCalculator | |
theta(Time maturity) const | BlackScholesCalculator | |
QuantLib::BlackCalculator::theta(Real spot, Time maturity) const | BlackCalculator | virtual |
thetaPerDay(Time maturity) const | BlackScholesCalculator | |
QuantLib::BlackCalculator::thetaPerDay(Real spot, Time maturity) const | BlackCalculator | virtual |
value() const (defined in BlackCalculator) | BlackCalculator | |
variance_ (defined in BlackCalculator) | BlackCalculator | protected |
vega(Time maturity) const | BlackCalculator | |
x_ (defined in BlackCalculator) | BlackCalculator | protected |
~BlackCalculator() (defined in BlackCalculator) | BlackCalculator | virtual |
~BlackScholesCalculator() (defined in BlackScholesCalculator) | BlackScholesCalculator | virtual |