MathLib, Projects, BlackModel, BlackScholesModel, Cpp,C++

extern "C" MATHLIB_API class BlackScholesModel

    {

    public:

        MATHLIB_API static double premium_call(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double premium_put(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double delta_call(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double delta_put(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double vega(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double theta_call(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double theta_put(double S, double K, double T, double sigma, double r, double q);

    MATHLIB_API static double gamma(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double d1(double S, double K, double T, double sigma, double r, double q);

        MATHLIB_API static double d2(double T, double sigma, double d1);

    };

    extern "C" MATHLIB_API class BlackModel

    {

    public:

        MATHLIB_API static double d1(double F, double K, double T, double sigma);

        MATHLIB_API static double d2(double F, double K, double T, double sigma);

        MATHLIB_API static double d2(double T, double sigma, double d1);

        MATHLIB_API static double premium_call(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double premium_put(double F, double K, double T, double sigma,  double r);

        MATHLIB_API static double delta_call(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double delta_put(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double vega(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double vega_test(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double theta_call(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double theta_put(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double rho_call(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double rho_put(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double gamma(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double gamma_test(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double vanna(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double vanna_test(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double vomma(double F, double K, double T, double sigma, double r);

        MATHLIB_API static double vomma_test(double F, double K, double T, double sigma, double r);

    };

BlackModel: Rho from BlackScholesModel to be uptodate with Quik