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<h1>ql/pricingengines/blackformula.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
Black formula.
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<code>#include <<a class="el" href="option_8hpp.html">ql/option.hpp</a>></code><br>
<code>#include <<a class="el" href="payoffs_8hpp.html">ql/instruments/payoffs.hpp</a>></code><br>
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Include dependency graph for blackformula.hpp:</div>
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<area shape="rect" href="option_8hpp.html" title="Base option class." alt="" coords="73,161,177,188"><area shape="rect" href="payoffs_8hpp.html" title="Payoffs for various options." alt="" coords="96,84,291,111"></map>
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<tr><td colspan="2"><br><h2>Namespaces</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html">QuantLib</a></td></tr>
<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#037cb3dc74e405197f9fc6d94e395c97">blackFormula</a> (Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#bd3fe36dbfd9947c518f01b3ae6a3957">blackFormula</a> (const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#9805f157cb0daaa2f7d0275c6f4ddc31">blackFormulaImpliedStdDevApproximation</a> (Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount=1.0, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#da92d0d9fa48406c48e687c4533c7379">blackFormulaImpliedStdDevApproximation</a> (const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real blackPrice, Real discount=1.0, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#e696e78fee1d25a95fe117a59d5e44b3">blackFormulaImpliedStdDev</a> (Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount=1.0, Real guess=Null< Real >(), Real accuracy=1.0e-6, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#56e50b7cd490f3d543de6960694538e1">blackFormulaImpliedStdDev</a> (const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real blackPrice, Real discount=1.0, Real guess=Null< Real >(), Real accuracy=1.0e-6, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#5b840a4f9b69d3bd40cc0d81461aca48">blackFormulaCashItmProbability</a> (Option::Type optionType, Real strike, Real forward, Real stdDev, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f23fe11b5e2abea2cebdd61462813efc">blackFormulaCashItmProbability</a> (const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#3b993e69914c23498ada3d5534e006c8">blackFormulaStdDevDerivative</a> (Real strike, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#2dd86e9ab19f22bb5c2908cb5e837675">blackFormulaStdDevDerivative</a> (const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#95f45251367e5da2e0abc4086f7200a6">bachelierBlackFormula</a> (Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#c98b0f7d38ffbeae9a518c02fcd4c831">bachelierBlackFormula</a> (const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real discount=1.0)</td></tr>
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