Re: [Quantlib-dev] normal Black formula

[Ferdinando A. <na...@am...>]

Hi Mark

see ql/PricingEngines/blackformula.hpp

ciao -- Nando

On 10/23/06, Mark joshi <ma...@ma...> wrote:
> 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
>
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