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