| /dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/operators/ |
| H A D | fdmcirop.cpp | 31 const ext::shared_ptr<GeneralizedBlackScholesProcess>& bsProcess, in FdmCIREquityPart()
77 const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, in FdmCIRMixedPart()
101 const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, in FdmCIROp()
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| H A D | fdmblackscholesop.cpp | 33 const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, in FdmBlackScholesOp()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | fdcirvanillaengine.cpp | 36 const ext::shared_ptr<GeneralizedBlackScholesProcess>& bsProcess, in FdCIRVanillaEngine()
116 const ext::shared_ptr<GeneralizedBlackScholesProcess>& bsProcess, in MakeFdCIRVanillaEngine()
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| H A D | jumpdiffusionengine.cpp | 78 ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/models/ |
| H A D | squarerootclvmodel.cpp | 37 const ext::shared_ptr<GeneralizedBlackScholesProcess>& bsProcess, in SquareRootCLVModel()
145 bsProcess = model.bsProcess_; in MappingFunction() local
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| H A D | normalclvmodel.cpp | 40 const ext::shared_ptr<GeneralizedBlackScholesProcess>& bsProcess, in NormalCLVModel()
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| /dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/solvers/ |
| H A D | fdmcirsolver.cpp | 29 const Handle<GeneralizedBlackScholesProcess>& bsProcess, in FdmCIRSolver()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | normalclvmodel.cpp | 78 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testBSCumlativeDistributionFunction() local
196 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testIllustrative1DExample() local
323 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testMonteCarloBSOptionPricing() local
430 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess = in testMoustacheGraph() local
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| H A D | squarerootclvmodel.cpp | 131 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testSquareRootCLVVanillaPricing() local
221 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testSquareRootCLVMappingFunction() local
300 const ext::shared_ptr<GeneralizedBlackScholesProcess>& bsProcess, in SquareRootCLVCalibrationFunction()
533 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testForwardSkew() local
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| H A D | fdsabr.cpp | 141 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess = in testFdmSabrOp() local
293 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess = in testFdmSabrVsVolApproximation() local
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| H A D | fdheston.cpp | 303 ext::shared_ptr<BlackScholesMertonProcess> bsProcess( in testFdmHestonBarrierVsBlackScholes() local
533 ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testFdmHestonBlackScholes() local
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| H A D | hybridhestonhullwhiteprocess.cpp | 110 ext::shared_ptr<BlackScholesMertonProcess> bsProcess( in testBsmHullWhiteEngine() local
1311 ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess = in testHestonHullWhiteCalibration() local
1461 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testH1HWPricingEngine() local
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| H A D | hestonslvmodel.cpp | 1436 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in lsvCalibrationTest() local
1702 bsProcess(ext::make_shared<GeneralizedBlackScholesProcess>( in testBarrierPricingViaHestonLocalVol() local
1785 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testBarrierPricingMixedModels() local
2241 const ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess( in testForwardSkewSLV() local
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| H A D | barrieroption.cpp | 1209 const ext::shared_ptr<BlackScholesMertonProcess> bsProcess = in testDividendBarrierOption() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/finitedifferences/ |
| H A D | fdmblackscholesfwdop.cpp | 31 const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, in FdmBlackScholesFwdOp()
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| /dports/finance/quantlib/QuantLib-1.20/Examples/Replication/ |
| H A D | Replication.cpp | 112 ext::shared_ptr<BlackScholesProcess> bsProcess( in main() local
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