3 #ifndef __cflBlackData_hpp__ 4 #define __cflBlackData_hpp__ 62 const Function & rVolatility,
double dInitialTime);
72 double dSigma,
double dInitialTime);
97 double dSigma,
double dLambda,
double dInitialTime);
132 double m_dInitialTime;
138 #include "cfl/Inline/iBlackData.hpp" 139 #endif // of __cflBlackData_hpp__ const Function & shape() const
double initialTime() const
Concrete class for a one-dimensional function.
Definition: Function.hpp:78
const Function & volatility() const
Data()
Definition: BlackData.hpp:52
Main namespace for cfl library.
Definition: Approx.hpp:22
The parameters of Black model.
Definition: BlackData.hpp:46
const Function & discount() const
const Function & forward() const