ql/experimental/fx/blackdeltacalculator.hpp File Reference

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>
Include dependency graph for blackdeltacalculator.hpp:

Classes

class  BlackDeltaCalculator
 Black delta calculator class. More...

Detailed Description

Black-Scholes formula delta calculator class.