Uses of Record Class
com.quantfinlib.pricing.BlackScholes.Greeks

Packages that use BlackScholes.Greeks

Package

Description

com.quantfinlib.pricing

Fair value and derivatives pricing: BlackScholes (Greeks with continuous carry — equities and Garman-Kohlhagen FX — plus implied vol), BinomialTree (CRR American/European), VolSurface (pillar smiles, total-variance term interpolation), SabrModel (Hagan 2002 + calibration), FairValueEngine (microprice and latency-adjusted true mid), TriangularArbitrage (executable FX round-trip edge), ForwardCurve (FX forwards with covered-interest-parity checks), the exotics (DigitalOption, TouchOption, BarrierOption, VannaVolga) and Autocallable (the flagship equity structured product: memory coupons, autocall observations, European knock-in — Monte Carlo with antithetic variates under documented GBM simplifications; RFQ market structure for trading it lives in rfq).

Uses of BlackScholes.Greeks in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return BlackScholes.Greeks

Modifier and Type	Method	Description
static BlackScholes.Greeks	BlackScholes.greeks(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)