Searched refs:BlackProcess (Results 1 – 12 of 12) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/basket/ |
| H A D | kirkengine.hpp | 46 const ext::shared_ptr<BlackProcess>& process1,
47 const ext::shared_ptr<BlackProcess>& process2,
51 ext::shared_ptr<BlackProcess> process1_;
52 ext::shared_ptr<BlackProcess> process2_;
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| H A D | kirkengine.cpp | 29 const ext::shared_ptr<BlackProcess>& process1, in KirkEngine()
30 const ext::shared_ptr<BlackProcess>& process2, in KirkEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | kirkspreadoptionengine.hpp | 36 const ext::shared_ptr<BlackProcess>& process1,
37 const ext::shared_ptr<BlackProcess>& process2,
41 ext::shared_ptr<BlackProcess> process1_;
42 ext::shared_ptr<BlackProcess> process2_;
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| H A D | kirkspreadoptionengine.cpp | 29 const ext::shared_ptr<BlackProcess>& process1, in KirkSpreadOptionEngine()
30 const ext::shared_ptr<BlackProcess>& process2, in KirkSpreadOptionEngine()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | spreadoption.cpp | 128 ext::shared_ptr<BlackProcess> stochProcess1( in testKirkEngine()
129 new BlackProcess(Handle<Quote>(F1), in testKirkEngine()
133 ext::shared_ptr<BlackProcess> stochProcess2( in testKirkEngine()
134 new BlackProcess(Handle<Quote>(F2), in testKirkEngine()
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| H A D | basketoption.cpp | 321 new BlackProcess(Handle<Quote>(spot1), in testEuroTwoValues()
325 new BlackProcess(Handle<Quote>(spot2), in testEuroTwoValues()
330 new KirkEngine(ext::dynamic_pointer_cast<BlackProcess>(p1), in testEuroTwoValues()
331 ext::dynamic_pointer_cast<BlackProcess>(p2), in testEuroTwoValues()
1037 const ext::shared_ptr<BlackProcess> p1( in test2DPDEGreeks()
1038 ext::make_shared<BlackProcess>(Handle<Quote>(spot1), rTS, vTS)); in test2DPDEGreeks()
1040 const ext::shared_ptr<BlackProcess> p2( in test2DPDEGreeks()
1041 ext::make_shared<BlackProcess>(Handle<Quote>(spot2), rTS, vTS)); in test2DPDEGreeks()
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| H A D | convertiblebonds.cpp | 416 ext::shared_ptr<BlackProcess> process = in testRegression()
417 ext::make_shared<BlackProcess>(u,r,sigma); in testRegression()
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| /dports/finance/quantlib/QuantLib-1.20/ql/processes/ |
| H A D | blackscholesprocess.hpp | 170 class BlackProcess : public GeneralizedBlackScholesProcess { class
172 BlackProcess(
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| H A D | blackscholesprocess.cpp | 257 BlackProcess::BlackProcess(const Handle<Quote>& x0, in BlackProcess() function in QuantLib::BlackProcess
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| /dports/mail/thunderbird/thunderbird-91.8.0/tools/lint/python/ |
| H A D | black.py | 90 class BlackProcess(ProcessHandler): class
103 proc = BlackProcess(config, cmd)
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| /dports/www/firefox/firefox-99.0/tools/lint/python/ |
| H A D | black.py | 97 class BlackProcess(ProcessHandler): class
110 proc = BlackProcess(config, cmd)
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| /dports/www/firefox-esr/firefox-91.8.0/tools/lint/python/ |
| H A D | black.py | 90 class BlackProcess(ProcessHandler): class
103 proc = BlackProcess(config, cmd)
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