BlackScholes Constructor |
Overload List| Name | Description | |
|---|---|---|
 | BlackScholes |
Constructor without parameters.
Acceleration is disabled.
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| BlackScholes(OptionValuationModelOutputs, Int32) |
Constructor that defines which greeks should be saved for fast recomputation.
Note that at each query for any of saveable greeks all of them will be computed if needed.
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| BlackScholes(OptionValuationModelInputs, OptionValuationModelOutputs, Int32) |
Enables advanced acceleration mode for specified option properties.
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See Also