blackscholescalculator.hpp

Langue: en

Autres versions - même langue

Version: 380855 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/blackscholescalculator.hpp -

Black-Scholes formula calculator class.

SYNOPSIS


#include <ql/pricingengines/blackcalculator.hpp>

Classes


class BlackScholesCalculator
Black-Scholes 1973 calculator class.

Detailed Description

Black-Scholes formula calculator class.

Author

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