1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>Member List</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="headertitle">
<div class="title">BlackScholesCalculator Member List</div> </div>
</div><!--header-->
<div class="contents">
This is the complete list of members for <a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a>, including all inherited members.<table>
<tr bgcolor="#f0f0f0"><td><b>alpha</b>() const (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>alpha_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>beta</b>() const (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>beta_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>BlackCalculator</b>(const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>BlackCalculator</b>(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0) (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>BlackScholesCalculator</b>(const boost::shared_ptr< StrikedTypePayoff > &payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) (defined in <a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>BlackScholesCalculator</b>(Option::Type optionType, Real strike, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) (defined in <a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>cum_d1_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>cum_d2_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>d1_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>d2_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>DalphaDd1_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>DbetaDd2_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html#a2397bf69d6801e3328c9273143c87ce6">delta</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#abd77e62b63781915cc05be90c29ade86">QuantLib::BlackCalculator::delta</a>(Real spot) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#a46dff13c5db3dc12f768cdf4d4cc5b8f">deltaForward</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>discount_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#ab880a4d01e68c373077c2c6cf68af259">dividendRho</a>(Time maturity) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>DxDs_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>DxDstrike_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html#a789f1dd91bf031b93eecd46b14154c75">elasticity</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#ad1038ed391cff8fa11082293e2dd524c">QuantLib::BlackCalculator::elasticity</a>(Real spot) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#ae21b5d8931ed83b6ce0f8f80039f4789">elasticityForward</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>forward_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html#a2c03665ff1c1e1f9fbbf077d4fb5da13">gamma</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#a50f95bfa73f23492b64d7de4b3274f71">QuantLib::BlackCalculator::gamma</a>(Real spot) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#ad11bcb2919c3355037ad2f3c9dadb26f">gammaForward</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>growth_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>initialize</b>(const boost::shared_ptr< StrikedTypePayoff > &p) (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#abb479ae11d5c444f5ef42ac09dc14765">itmAssetProbability</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#aee3252e0cf020c5878f35dae85bd1107">itmCashProbability</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>n_d1_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>n_d2_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#affcfd1c0fd1c6bef1bb21fd2a336bff5">rho</a>(Time maturity) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>spot_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>stdDev_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>strike_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#acfc72cb510f6de42cc315f39a34da0a7">strikeSensitivity</a>() const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html#acfadae38267887f344854fae069b38e7">theta</a>(Time maturity) const </td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#aaa4eafefa825f26cb526e13cdec63e1d">QuantLib::BlackCalculator::theta</a>(Real spot, Time maturity) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html#a77ee03b6feb4bdd44acb8ef149f985d0">thetaPerDay</a>(Time maturity) const </td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#a100e24c42cc4cd95b51242a6adf782ce">QuantLib::BlackCalculator::thetaPerDay</a>(Real spot, Time maturity) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>value</b>() const (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>variance_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_calculator.html#a0c37734c53fa52703c6f0d22677b05ed">vega</a>(Time maturity) const </td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>x_</b> (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~BlackCalculator</b>() (defined in <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~BlackScholesCalculator</b>() (defined in <a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td><td><code> [virtual]</code></td></tr>
</table></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
