| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | multiassetoption.cpp | 56 Real MultiAssetOption::vega() const { in vega() function in QuantLib::MultiAssetOption
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| H A D | oneassetoption.cpp | 74 Real OneAssetOption::vega() const { in vega() function in QuantLib::OneAssetOption
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| /dports/graphics/py-altair/altair-4.1.0/altair/vega/v5/ |
| H A D | display.py | 96 def vega(spec, validate=True): function
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/ |
| H A D | blackswaptionengine.hpp | 88 Real vega(const Real strike, const Real atmForward, const Real stdDev, in vega() function
112 Real vega(const Real strike, const Real atmForward, const Real stdDev, in vega() function
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| /dports/graphics/py-altair/altair-4.1.0/altair/ |
| H A D | _magics.py | 81 def vega(line, cell): function
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| /dports/textproc/kibana7/kibana-7.16.2-darwin-x86_64/node_modules/vega-interpreter/ |
| H A D | package.json | 26 "vega": "*" string
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/ |
| H A D | atmadjustedsmilesection.hpp | 62 Real vega(Rate strike, Real discount = 1.0) const { in vega() function in QuantLib::AtmAdjustedSmileSection
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| H A D | smilesection.cpp | 106 Real SmileSection::vega(Rate strike, Real discount) const { in vega() function in QuantLib::SmileSection
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/capfloor/ |
| H A D | bacheliercapfloorengine.cpp | 66 Real vega = 0.0; in calculate() local
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| H A D | blackcapfloorengine.cpp | 81 Real vega = 0.0; in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | analyticeuropeanmargrabeengine.cpp | 102 Real vega = riskFreeDiscount*(quantity1*forward1*nd1)*sqt; in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/pathwisegreeks/ |
| H A D | swaptionpseudojacobian.cpp | 210 Real QuickCap::vega(Real volatility) const // returns vol derivative in vega() function in QuantLib::__anon46430c710111::QuickCap
212 Real vega =0.0; in vega() local
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| /dports/emulators/mess/mame-mame0226/src/mame/drivers/ |
| H A D | vegaeo.cpp | 176 void vegaeo_state::vega(machine_config &config) in vega() function in vegaeo_state
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| H A D | vega.cpp | 784 void vega_state::vega(machine_config &config) in vega() function in vega_state
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| /dports/emulators/mame/mame-mame0226/src/mame/drivers/ |
| H A D | vegaeo.cpp | 176 void vegaeo_state::vega(machine_config &config) in vega() function in vegaeo_state
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| H A D | vega.cpp | 784 void vega_state::vega(machine_config &config) in vega() function in vega_state
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| /dports/finance/quantlib/QuantLib-1.20/ql/ |
| H A D | option.hpp | 77 Real vega; member in QuantLib::Greeks
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | vannavolgainterpolation.hpp | 144 Real vega(Real k) const { in vega() function in QuantLib::detail::VannaVolgaInterpolationImpl
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/ |
| H A D | blackcalculator.cpp | 301 Real BlackCalculator::vega(Time maturity) const { in vega() function in QuantLib::BlackCalculator
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | compoundoption.cpp | 79 Real vega; member
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| H A D | forwardoption.cpp | 488 Real vega = 0; in testGreeksInitialization() local
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| /dports/textproc/kibana6/kibana-6.8.16-darwin-x86_64/node_modules/vega-lite/build/src/ |
| H A D | package.json | 94 "vega": "^3.3.1", string
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/equityfx/ |
| H A D | andreasenhugevolatilityinterpl.cpp | 348 const Real vega = calculator.vega(expiryTime); in buildCostFunction() local
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| /dports/devel/py-jupyterlab/jupyterlab-3.1.14/jupyterlab/static/ |
| H A D | build_log.json | 541 "vega": { object
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| /dports/devel/jetbrains-webstorm/WebStorm-213.6461.79/plugins/JavaScriptLanguage/jsLanguageServicesImpl/external/ |
| H A D | typesMap.json | 475 "vega": "vega", string
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