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