Method List
-
backward_induct PureGreeks::Engines::CrrBinomialAmerican
-
backward_induct_with_intermediates PureGreeks::Engines::CrrBinomialAmerican
-
calculate PureGreeks::Engines::Intrinsic
-
calculate PureGreeks::Engines::FallbackChain
-
calculate PureGreeks::Engines::CrrBinomialAmerican
-
calculate PureGreeks::Engines::BlackScholesEuropean
-
#calculation_model PureGreeks::Option
-
cdf PureGreeks::Math::Normal
-
d1_d2 PureGreeks::Engines::BlackScholesEuropean
-
#delta PureGreeks::Greeks
-
#delta PureGreeks::Option
-
#dividend_yield PureGreeks::Option
-
#exercise_style PureGreeks::Option
-
#expiration PureGreeks::Option
-
find_root PureGreeks::ImpliedVolatility::BrentSolver
-
#gamma PureGreeks::Greeks
-
#gamma PureGreeks::Option
-
#greeks PureGreeks::Option
-
#implied_volatility PureGreeks::Option
-
#initialize PureGreeks::Option
-
#model PureGreeks::Greeks
-
pdf PureGreeks::Math::Normal
-
#price PureGreeks::Greeks
-
#price PureGreeks::Option
-
price PureGreeks::Engines::CrrBinomialAmerican
-
price PureGreeks::Engines::BlackScholesEuropean
-
#rho PureGreeks::Greeks
-
#rho PureGreeks::Option
-
#risk_free_rate PureGreeks::Option
-
#strike PureGreeks::Option
-
#theta PureGreeks::Greeks
-
#theta PureGreeks::Option
-
#time_to_expiry PureGreeks::Option
-
tree_parameters PureGreeks::Engines::CrrBinomialAmerican
-
#type PureGreeks::Option
-
#underlying_price PureGreeks::Option
-
#valuation_date PureGreeks::Option
-
#vega PureGreeks::Greeks
-
#vega PureGreeks::Option