blackcalculator.hpp

Langue: en

Autres versions - même langue

Version: 373579 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/pricingengines/blackcalculator.hpp -

Black-formula calculator class.

SYNOPSIS


#include <ql/instruments/payoffs.hpp>

Classes


class BlackCalculator
Black 1976 calculator class.

Detailed Description

Black-formula calculator class.

Author

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