Searched defs:blackVol (Results 1 – 6 of 6) sorted by relevance
59 const Volatility blackVol, in CounterpartyAdjSwapEngine()84 const Handle<Quote>& blackVol, in CounterpartyAdjSwapEngine()
218 inline Volatility BlackVolTermStructure::blackVol(const Date& d, in blackVol() function in QuantLib::BlackVolTermStructure227 inline Volatility BlackVolTermStructure::blackVol(Time t, in blackVol() function in QuantLib::BlackVolTermStructure
110 Handle<BlackVolTermStructure> blackVol = process_->blackVolatility(); in calculate() local
93 Handle<BlackVolTermStructure> blackVol = process->blackVolatility(); in clone() local
148 Volatility blackVol = 0.15; in main() local
516 const Handle<BlackVolTermStructure> blackVol( in testForwardSkew() local