Home
last modified time | relevance | path

Searched defs:BlackScholesMertonProcess (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/processes/
H A Dblackscholesprocess.hpp146 class BlackScholesMertonProcess : public GeneralizedBlackScholesProcess { class
H A Dblackscholesprocess.cpp246 BlackScholesMertonProcess::BlackScholesMertonProcess( in BlackScholesMertonProcess() function in QuantLib::BlackScholesMertonProcess