Black-Scholes formula delta calculator class. More...
#include <ql/pricingengines/blackcalculator.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/experimental/fx/deltavolquote.hpp>
Classes | |
class | BlackDeltaCalculator |
Black delta calculator class. More... |
Black-Scholes formula delta calculator class.