Lines Matching refs:BlackScholesMertonProcess

110         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testCashOrNothingEuropeanValues()
111             BlackScholesMertonProcess(Handle<Quote>(spot),  in testCashOrNothingEuropeanValues()
165         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testAssetOrNothingEuropeanValues()
166             BlackScholesMertonProcess(Handle<Quote>(spot),  in testAssetOrNothingEuropeanValues()
220         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testGapEuropeanValues()
221             BlackScholesMertonProcess(Handle<Quote>(spot),  in testGapEuropeanValues()
288         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testCashAtHitOrNothingAmericanValues()
289             BlackScholesMertonProcess(Handle<Quote>(spot),  in testCashAtHitOrNothingAmericanValues()
354         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testAssetAtHitOrNothingAmericanValues()
355             BlackScholesMertonProcess(Handle<Quote>(spot),  in testAssetAtHitOrNothingAmericanValues()
420         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testCashAtExpiryOrNothingAmericanValues()
421             BlackScholesMertonProcess(Handle<Quote>(spot),  in testCashAtExpiryOrNothingAmericanValues()
493         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testAssetAtExpiryOrNothingAmericanValues()
494             BlackScholesMertonProcess(Handle<Quote>(spot),  in testAssetAtExpiryOrNothingAmericanValues()
560     ext::shared_ptr<BlackScholesMertonProcess> stochProcess(  in testCashAtHitOrNothingAmericanGreeks()
561                             new BlackScholesMertonProcess(Handle<Quote>(spot),  in testCashAtHitOrNothingAmericanGreeks()
727         ext::shared_ptr<BlackScholesMertonProcess> stochProcess(new  in testMCCashAtHit()
728             BlackScholesMertonProcess(Handle<Quote>(spot),  in testMCCashAtHit()