Reference manual - version qle_version
This is the complete list of members for BachelierSpec, including all inherited members.
| delta(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement) (defined in BachelierSpec) | BachelierSpec | |
| gamma(const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement) (defined in BachelierSpec) | BachelierSpec | |
| theta(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real displacement) (defined in BachelierSpec) | BachelierSpec | |
| type (defined in BachelierSpec) | BachelierSpec | static |
| value(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real) (defined in BachelierSpec) | BachelierSpec | |
| vega(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real) (defined in BachelierSpec) | BachelierSpec |