FTQuant
0.1
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This is the complete list of members for BlackScholes, including all inherited members.
BlackScholes() | BlackScholes | inline |
BlackScholes(double r, double sigma) | BlackScholes | inline |
calibrate(std::vector< double > &stock_prices) | BlackScholes | |
generate_paths(int n_paths, int steps, double T, double spot, bool antithetic=true) | BlackScholes | |
pde_pricer(double r, double sigma, double T, std::function< double(double)> payoff, double S_max, double S_min, int M, int N) | BlackScholes |