#include "BlackScholes.h"
#include "../../common/types.h"
#include <valarray>
Go to the source code of this file.
Classes | |
class | OptionStrategy |
Variables | |
const Natural | maxNbOptions = 500 |
const Real | defaultshiftRate = 0.0001 |
const Real | defaultshiftVol = 0.0001 |
const Real | defaultshiftMat = 0.01 |
const Real | defaultshiftSpot = 0.0001 |
const Real | defaultshiftStrike = 0.0001 |
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Definition at line 16 of file OptionStrategy.h. |
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Definition at line 13 of file OptionStrategy.h. |