# QuantLib_BlackScholesCalculator man page

BlackScholesCalculator — Black-Scholes 1973 calculator class.

## Synopsis

`#include <ql/pricingengines/blackscholescalculator.hpp>`

Inherits **BlackCalculator**.

### Public Member Functions

BlackScholesCalculator(const boost::shared_ptr<StrikedTypePayoff> &payoff,Realspot,DiscountFactorgrowth,RealstdDev,DiscountFactordiscount)BlackScholesCalculator(Option::Type optionType,Realstrike,Realspot,DiscountFactorgrowth,RealstdDev,DiscountFactordiscount)Real delta() constReal elasticity() constReal gamma() constReal theta(Timematurity) constReal thetaPerDay(Timematurity) const

### Protected Attributes

Real spot_DiscountFactor growth_

### Additional Inherited Members

## Detailed Description

Black-Scholes 1973 calculator class.

## Member Function Documentation

### Real delta () const

Sensitivity to change in the underlying spot price.

### Real elasticity () const

Sensitivity in percent to a percent change in the underlying spot price.

### Real gamma () const

Second order derivative with respect to change in the underlying spot price.

### Real theta (Time maturity) const

Sensitivity to time to maturity.

### Real thetaPerDay (Time maturity) const

Sensitivity to time to maturity per day (assuming 365 day in a year).

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

BlackScholesCalculator(3), growth_(3) and spot_(3) are aliases of QuantLib_BlackScholesCalculator(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib