- delta
Computes the delta. Note that the 'numeraire' is a simple multiplier and is the
responsibility of th
- gamma
Computes the gamma. Note that the 'numeraire' is a simple multiplier and is the
responsibility of th
- impliedVolatility
Computes the implied volatility. If the volatility data is not zero, it is used
as a starting point
- impliedVolatilityFromBlackApproximated
Compute the implied volatility using an approximate explicit transformation
formula. Reference: Haga
- impliedVolatilityFromBlackApproximatedAdjoint
Compute the implied volatility using an approximate explicit transformation
formula and its derivati
- price
Computes the forward price. Note that the 'numeraire' is a simple multiplier and
is the responsibili
- theta
Computes the theta. Note that the 'numeraire' is a simple multiplier and is the
responsibility of th
- vega
Computes the vega. Note that the 'numeraire' is a simple multiplier and is the
responsibility of the