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| static double | sca::pricing::bs::sqr (double x) |
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| static double | sca::pricing::bs::dnorm (double x) |
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| static double | sca::pricing::bs::pnorm (double x) |
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| double | sca::pricing::bs::bincash (double S, double vol, double rd, double rf, double tau, double K, types::PutCall pc, types::Greeks greeks) |
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| double | sca::pricing::bs::binasset (double S, double vol, double rd, double rf, double tau, double K, types::PutCall pc, types::Greeks greeks) |
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| static double | sca::pricing::bs::binary (double S, double vol, double rd, double rf, double tau, double K, types::PutCall pc, types::ForDom fd, types::Greeks greek) |
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| static double | sca::pricing::bs::binary (double S, double vol, double rd, double rf, double tau, double B1, double B2, types::ForDom fd, types::Greeks greek) |
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| double | sca::pricing::bs::putcall (double S, double vol, double rd, double rf, double tau, double K, types::PutCall putcall, types::Greeks greeks) |
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| double | sca::pricing::bs::putcalltrunc (double S, double vol, double rd, double rf, double tau, double K, double B, types::PutCall pc, types::KOType kotype, types::Greeks greeks) |
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| double | sca::pricing::bs::putcalltrunc (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, types::PutCall pc, types::Greeks greek) |
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| static double | sca::pricing::bs::internal::vanilla (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, types::PutCall pc, types::ForDom fd, types::Greeks greek) |
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| static double | sca::pricing::bs::internal::vanilla_trunc (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, types::PutCall pc, types::ForDom fd, types::Greeks greek) |
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| static double | sca::pricing::bs::internal::barrier_term (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, double sc, types::PutCall pc, types::ForDom fd, types::Greeks greek) |
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| static double | sca::pricing::bs::internal::barrier_double_term (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, double fac, double sc, int i, types::PutCall pc, types::ForDom fd, types::Greeks greek) |
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| static double | sca::pricing::bs::internal::barrier_ko (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, types::PutCall pc, types::ForDom fd, types::Greeks greek) |
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| static double | sca::pricing::bs::internal::barrier_ki (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, types::PutCall pc, types::ForDom fd, types::Greeks greek) |
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| static double | sca::pricing::bs::internal::barrier (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, types::PutCall pc, types::ForDom fd, types::BarrierKIO kio, types::BarrierActive bcont, types::Greeks greek) |
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| double | sca::pricing::bs::touch (double S, double vol, double rd, double rf, double tau, double B1, double B2, types::ForDom fd, types::BarrierKIO kio, types::BarrierActive bcont, types::Greeks greek) |
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| double | sca::pricing::bs::barrier (double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, double rebate, types::PutCall pc, types::BarrierKIO kio, types::BarrierActive bcont, types::Greeks greek) |
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| double | sca::pricing::bs::prob_hit (double S, double vol, double mu, double tau, double B1, double B2) |
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| double | sca::pricing::bs::prob_in_money (double S, double vol, double mu, double tau, double B1, double B2) |
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| double | sca::pricing::bs::prob_in_money (double S, double vol, double mu, double tau, double K, double B1, double B2, types::PutCall pc) |
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