Black76Spec Struct Reference

Public Member Functions
Real	value (const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement)
Real	vega (const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real displacement)
Real	delta (const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement)
Real	gamma (const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement)
Real	theta (const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real displacement)

Static Public Attributes
static const VolatilityType	type = ShiftedLognormal