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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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) | BaroneAdesiWhaleyApproximationEngine | static |