CFL
Classes | Functions

Black model for a single asset. More...

Classes

class  Data
 The parameters of Black model. More...
 

Functions

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

Detailed Description

This namespace contains functions and classes related with the Black model for a single asset.