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BlackScholes Member List
This is the complete list of members for
BlackScholes
, including all inherited members.
_K
BlackScholes
[private]
_price
BlackScholes
[private]
_r
BlackScholes
[private]
_spot
BlackScholes
[private]
_T
BlackScholes
[private]
_type
BlackScholes
[private]
_vol
BlackScholes
[private]
BlackScholes
(Real spot, Real volOrPrice, bool isVol, Real r, Real K, Real T, TypeOptionBS typeOption)
BlackScholes
BlackScholes
()
BlackScholes
changeMaturity
(Real newMat)
BlackScholes
[protected]
changeRate
(Real newRate)
BlackScholes
[protected]
changeSpot
(Real newSpot)
BlackScholes
[protected]
changeStrike
(Real newVol)
BlackScholes
[protected]
changeVol
(Real newVol)
BlackScholes
[protected]
d1
BlackScholes
[private]
d2
BlackScholes
[private]
getDelta
()
BlackScholes
getGamma
()
BlackScholes
getMaturity
() const
BlackScholes
getPrice
()
BlackScholes
[inline]
getRate
() const
BlackScholes
getRho
()
BlackScholes
getSpot
() const
BlackScholes
getStrike
() const
BlackScholes
getTheta
()
BlackScholes
getVega
()
BlackScholes
getVolatility
() const
BlackScholes
isCall
() const
BlackScholes
OptionStrategy
BlackScholes
[protected]
recalcInformation
()
BlackScholes
[private]
~BlackScholes
()
BlackScholes
[virtual]
Note: Generated nightly - reload for latest version
Generated on Thu Dec 22 23:12:38 2005 for
terreneuve
by
1.3.6