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quantlib.js
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Globals
"ql/pricingengines/blackcalculator"
BlackCalculator
Calculator
Class Calculator
Hierarchy
Calculator
Index
Constructors
constructor
Properties
_black
Methods
visit
Constructors
constructor
new
Calculator
(
black
:
BlackCalculator
)
:
Calculator
Parameters
black:
BlackCalculator
Returns
Calculator
Properties
Private
_black
_black
:
BlackCalculator
Methods
visit
visit
(
payoff
:
any
)
:
void
Parameters
payoff:
any
Returns
void
Globals
"ql/pricingengines/blackcalculator"
Black
Calculator
Calculator
constructor
_black
visit
_
Dalpha
Dd1
_
Dbeta
Dd2
_
DxDs
_
DxDstrike
_alpha
_beta
_cum_
d1
_cum_
d2
_d1
_d2
_discount
_forward
_n_
d1
_n_
d2
_std
Dev
_strike
_variance
_x
alpha
beta
delta
delta
Forward
dividend
Rho
elasticity
elasticity
Forward
gamma
gamma
Forward
init1
init2
initialize
itm
Asset
Probability
itm
Cash
Probability
rho
strike
Sensitivity
theta
theta
Per
Day
value
vega