BlackFormula Member List
This is the complete list of members for BlackFormula, including all inherited members.| alpha() const (defined in BlackFormula) | BlackFormula | |
| beta() const (defined in BlackFormula) | BlackFormula | |
| BlackFormula(Real forward, DiscountFactor discount, Real variance, const boost::shared_ptr< StrikedTypePayoff > &payoff) (defined in BlackFormula) | BlackFormula | |
| Calculator (defined in BlackFormula) | BlackFormula | [friend] |
| delta(Real spot) const (defined in BlackFormula) | BlackFormula | |
| deltaForward() const (defined in BlackFormula) | BlackFormula | |
| dividendRho(Time maturity) const (defined in BlackFormula) | BlackFormula | |
| elasticity(Real spot) const | BlackFormula | |
| elasticityForward() const | BlackFormula | |
| gamma(Real spot) const (defined in BlackFormula) | BlackFormula | |
| gammaForward() const (defined in BlackFormula) | BlackFormula | |
| itmAssetProbability() const | BlackFormula | |
| itmCashProbability() const | BlackFormula | |
| rho(Time maturity) const (defined in BlackFormula) | BlackFormula | |
| strikeSensitivity() const (defined in BlackFormula) | BlackFormula | |
| theta(Real spot, Time maturity) const (defined in BlackFormula) | BlackFormula | |
| thetaPerDay(Real spot, Time maturity) const (defined in BlackFormula) | BlackFormula | |
| value() const (defined in BlackFormula) | BlackFormula | |
| vega(Time maturity) const (defined in BlackFormula) | BlackFormula |