- QuantLib
- BlackDeltaCalculator
| 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 |