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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for BjerksundStenslandApproximationEngine, including all inherited members.
| americanCallApproximation(Real S, Real X, Real rfD, Real dD, Real variance) const | BjerksundStenslandApproximationEngine | private |
| BjerksundStenslandApproximationEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >) | BjerksundStenslandApproximationEngine | |
| calculate() const override | BjerksundStenslandApproximationEngine | |
| europeanCallResults(Real S, Real X, Real rfD, Real dD, Real variance) const | BjerksundStenslandApproximationEngine | private |
| immediateExercise(Real S, Real X) const | BjerksundStenslandApproximationEngine | private |
| process_ | BjerksundStenslandApproximationEngine | private |