Searched defs:bpvol (Results 1 – 1 of 1) sorted by relevance
40 Real bpvol = 0.01; in testBachelierImpliedVol() local283 Real bpvol) in assertBlackFormulaForwardDerivative()377 Real bpvol) in assertBachelierBlackFormulaForwardDerivative()