FTQuant  0.1
BlackScholes Member List

This is the complete list of members for BlackScholes, including all inherited members.

BlackScholes()BlackScholesinline
BlackScholes(double r, double sigma)BlackScholesinline
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