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Real QuantLib::blackFormulaCashItmProbability ( const boost::shared_ptr< PlainVanillaPayoff > &  payoff,
Real  forward,
Real  stdDev,
Real  displacement = 0.0 
)

Black 1976 probability of being in the money (in the bond martingale measure), i.e. N(d2). It is a risk-neutral probability, not the real world one.

Warning:
instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity)

Definition at line 262 of file blackformula.cpp.

References blackFormulaCashItmProbability().

                                           {
        return blackFormulaCashItmProbability(payoff->optionType(),
            payoff->strike(), forward, stdDev , displacement);
    }


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