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"ql/cashflows/conundrumpricer"
VanillaOptionPricer
Class VanillaOptionPricer
Hierarchy
VanillaOptionPricer
BlackVanillaOptionPricer
Implements
TernaryFunction
<
Real
,
Type
,
Real
,
Real
>
Index
Methods
f
Methods
f
f
(
strike
:
Real
, optionType
:
Type
, deflator
:
Real
)
:
Real
Parameters
strike:
Real
optionType:
Type
deflator:
Real
Returns
Real
Globals
"ql/cashflows/conundrumpricer"
Analytic
Hagan
Pricer
Black
Vanilla
Option
Pricer
GFunction
GFunction
Factory
Hagan
Pricer
Numeric
Hagan
Pricer
Vanilla
Option
Pricer
f
Variable
Change