QuantLibAddin::BlackScholesCalculator Class Reference
#include <qlo/pricingengines.hpp>
Inheritance diagram for QuantLibAddin::BlackScholesCalculator:
Collaboration diagram for QuantLibAddin::BlackScholesCalculator:
Public Member Functions | |
| BlackScholesCalculator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Option::Type optionType, QuantLib::Real strike, QuantLib::Real spot, QuantLib::DiscountFactor growth, QuantLib::Real variance, QuantLib::DiscountFactor discount, bool permanent) | |
| BlackScholesCalculator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, QuantLib::Real spot, QuantLib::DiscountFactor growth, QuantLib::Real variance, QuantLib::DiscountFactor discount, bool permanent) | |
 Public Member Functions inherited from 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 (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) | |
Additional Inherited Members | |
| Protected Member Functions inherited from QuantLibAddin::BlackCalculator | |
| OH_LIB_CTOR (BlackCalculator, QuantLib::BlackCalculator) | |
Constructor & Destructor Documentation
◆ BlackScholesCalculator() [1/2]
| QuantLibAddin::BlackScholesCalculator::BlackScholesCalculator | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| QuantLib::Option::Type | optionType, | ||
| QuantLib::Real | strike, | ||
| QuantLib::Real | spot, | ||
| QuantLib::DiscountFactor | growth, | ||
| QuantLib::Real | variance, | ||
| QuantLib::DiscountFactor | discount, | ||
| bool | permanent | ||
| ) |
◆ BlackScholesCalculator() [2/2]
| QuantLibAddin::BlackScholesCalculator::BlackScholesCalculator | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const boost::shared_ptr< QuantLib::StrikedTypePayoff > & | payoff, | ||
| QuantLib::Real | spot, | ||
| QuantLib::DiscountFactor | growth, | ||
| QuantLib::Real | variance, | ||
| QuantLib::DiscountFactor | discount, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: