Uses of Record Class
com.quantfinlib.pricing.BlackScholes.Greeks
Packages that use BlackScholes.Greeks
Package
Description
Option and derivatives pricing models, implied volatility and volatility
surfaces.
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Uses of BlackScholes.Greeks in com.quantfinlib.pricing
Methods in com.quantfinlib.pricing that return BlackScholes.GreeksModifier and TypeMethodDescriptionstatic BlackScholes.GreeksBlackScholes.greeks(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)