CFL
|
Implementation of Black model. More...
#include "cfl/BlackData.hpp"
#include "cfl/Brownian.hpp"
#include "cfl/AssetModel.hpp"
#include "cfl/Inline/iBlackModel.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) |
Contains implementations of Black model for a single asset.