Public Member Functions | Protected Member Functions | List of all members
QuantLibAddin::BlackCalculator Class Reference

#include <qlo/pricingengines.hpp>

Inheritance diagram for QuantLibAddin::BlackCalculator:
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Collaboration diagram for QuantLibAddin::BlackCalculator:
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Public Member Functions

 BlackCalculator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Option::Type optionType, QuantLib::Real strike, QuantLib::Real forward, QuantLib::Real variance, QuantLib::DiscountFactor discount, bool permanent)
 
 BlackCalculator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, QuantLib::Real forward, QuantLib::Real variance, QuantLib::DiscountFactor discount, bool permanent)
 

Protected Member Functions

 OH_LIB_CTOR (BlackCalculator, QuantLib::BlackCalculator)
 

Constructor & Destructor Documentation

◆ BlackCalculator() [1/2]

QuantLibAddin::BlackCalculator::BlackCalculator ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
QuantLib::Option::Type  optionType,
QuantLib::Real  strike,
QuantLib::Real  forward,
QuantLib::Real  variance,
QuantLib::DiscountFactor  discount,
bool  permanent 
)

◆ BlackCalculator() [2/2]

QuantLibAddin::BlackCalculator::BlackCalculator ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const boost::shared_ptr< QuantLib::StrikedTypePayoff > &  payoff,
QuantLib::Real  forward,
QuantLib::Real  variance,
QuantLib::DiscountFactor  discount,
bool  permanent 
)

Member Function Documentation

◆ OH_LIB_CTOR()

QuantLibAddin::BlackCalculator::OH_LIB_CTOR ( BlackCalculator  ,
QuantLib::BlackCalculator   
)
protected
The documentation for this class was generated from the following file: