CFL
Namespaces | Functions
BlackModel.hpp File Reference

Implementation of Black model. More...

#include "cfl/BlackData.hpp"
#include "cfl/Brownian.hpp"
#include "cfl/AssetModel.hpp"
#include "cfl/Inline/iBlackModel.hpp"
Include dependency graph for BlackModel.hpp:

Go to the source code of this file.

Namespaces

 cfl
 Main namespace for cfl library.
 
 cfl::Black
 Black model for a single asset.
 

Functions

AssetModel cfl::Black::model (const Data &rData, double dInterval, double dQuality)
 
AssetModel cfl::Black::model (const Data &rData, double dInterval, double dQuality, double dPathDependQuality)
 
AssetModel cfl::Black::model (const Data &rData, double dInterval, const Brownian &rBrownian, const Approx &rApprox)
 
AssetModel cfl::Black::model (const Data &rData, double dInterval, const Brownian &rBrownian, const Extended &rExtended)
 

Detailed Description

Author
Dmitry Kramkov
Date
2000-2006

Contains implementations of Black model for a single asset.