[Quantlib-dev] normal Black formula

[Mark j. <ma...@ma...>]

Is there a normal Black formula in Quantlib? i.e. the Black formula if
the stock follows Brownian motion, not geometric Brownian motion. If
there isn't and I add one, where should I put it?

thanks

mark


-- 
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com