# 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, **Real** spot, **DiscountFactor** growth, **Real** stdDev, **DiscountFactor** discount)**BlackScholesCalculator** (Option::Type optionType, **Real** strike, **Real** spot, **DiscountFactor** growth, **Real** stdDev, **DiscountFactor** discount)**Real delta** () const**Real elasticity** () const**Real gamma** () const**Real theta** (**Time** maturity) const**Real thetaPerDay** (**Time** maturity) 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

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