QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
BlackDeltaCalculator Member List

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

atmStrike(DeltaVolQuote::AtmType atmT) const (defined in BlackDeltaCalculator)BlackDeltaCalculator
BlackDeltaCalculator(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev) (defined in BlackDeltaCalculator)BlackDeltaCalculator
cumD1(Real strike) const (defined in BlackDeltaCalculator)BlackDeltaCalculator
cumD2(Real strike) const (defined in BlackDeltaCalculator)BlackDeltaCalculator
deltaFromStrike(Real strike) const (defined in BlackDeltaCalculator)BlackDeltaCalculator
nD1(Real strike) const (defined in BlackDeltaCalculator)BlackDeltaCalculator
nD2(Real strike) const (defined in BlackDeltaCalculator)BlackDeltaCalculator
setDeltaType(DeltaVolQuote::DeltaType dt) (defined in BlackDeltaCalculator)BlackDeltaCalculator
setOptionType(Option::Type ot) (defined in BlackDeltaCalculator)BlackDeltaCalculator
strikeFromDelta(Real delta) const (defined in BlackDeltaCalculator)BlackDeltaCalculator