3 #ifndef __cflBlackModel_hpp__ 4 #define __cflBlackModel_hpp__ 36 AssetModel
model(
const Data & rData,
37 double dInterval,
double dQuality);
50 AssetModel
model(
const Data & rData,
51 double dInterval,
double dQuality,
double dPathDependQuality);
64 AssetModel
model(
const Data & rData,
65 double dInterval,
const Brownian & rBrownian,
66 const Approx & rApprox);
79 AssetModel
model(
const Data & rData,
80 double dInterval,
const Brownian & rBrownian,
81 const Extended & rExtended);
86 #include "cfl/Inline/iBlackModel.hpp" 87 #endif // of __cflBlackModel_hpp__ Basic financial model where the state process is given by a one-dimensional Brownian motion...
Financial model for a single asset. This file contains basic classes needed to evaluate derivatives o...
Main namespace for cfl library.
Definition: Approx.hpp:22
Parameters of Black model.
AssetModel model(const Data &rData, double dInterval, double dQuality)