QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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BaroneAdesiWhaleyApproximationEngine Member List

This is the complete list of members for BaroneAdesiWhaleyApproximationEngine, including all inherited members.

BaroneAdesiWhaleyApproximationEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >) (defined in BaroneAdesiWhaleyApproximationEngine)BaroneAdesiWhaleyApproximationEngine
calculate() const override (defined in BaroneAdesiWhaleyApproximationEngine)BaroneAdesiWhaleyApproximationEngine
criticalPrice(const ext::shared_ptr< StrikedTypePayoff > &payoff, DiscountFactor riskFreeDiscount, DiscountFactor dividendDiscount, Real variance, Real tolerance=1e-6) (defined in BaroneAdesiWhaleyApproximationEngine)BaroneAdesiWhaleyApproximationEnginestatic