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Real QuantLib::bachelierBlackFormula ( const boost::shared_ptr< PlainVanillaPayoff > &  payoff,
Real  forward,
Real  stdDev,
Real  discount = 1.0 
)

Black style formula when forward is normal rather than log-normal. This is essentially the model of Bachelier.

Warning:
Bachelier model needs absolute volatility, not percentage volatility. Standard deviation is absoluteVolatility*sqrt(timeToMaturity)

Definition at line 348 of file blackformula.cpp.

References bachelierBlackFormula().

                                       {
        return bachelierBlackFormula(payoff->optionType(),
            payoff->strike(), forward, stdDev, discount);
    }


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