/dports/devel/boost-docs/boost_1_72_0/libs/math/example/ |
H A D | autodiff_black_scholes_brief.cpp | 26 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 51 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 52 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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H A D | autodiff_black_scholes.cpp | 32 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 58 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 59 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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/dports/devel/boost-python-libs/boost_1_72_0/libs/math/example/ |
H A D | autodiff_black_scholes_brief.cpp | 26 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 51 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 52 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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H A D | autodiff_black_scholes.cpp | 32 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 58 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 59 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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/dports/devel/boost-libs/boost_1_72_0/libs/math/example/ |
H A D | autodiff_black_scholes_brief.cpp | 26 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 51 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 52 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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H A D | autodiff_black_scholes.cpp | 32 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 58 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 59 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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/dports/devel/hyperscan/boost_1_75_0/libs/math/example/ |
H A D | autodiff_black_scholes_brief.cpp | 26 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 51 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 52 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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H A D | autodiff_black_scholes.cpp | 32 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, in black_scholes_option_price() function 58 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); in main() 59 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r); in main()
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/dports/devel/boost-docs/boost_1_72_0/libs/math/test/ |
H A D | test_autodiff.hpp | 205 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, double K, in black_scholes_option_price() function
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/dports/devel/boost-python-libs/boost_1_72_0/libs/math/test/ |
H A D | test_autodiff.hpp | 205 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, double K, in black_scholes_option_price() function
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/dports/devel/boost-libs/boost_1_72_0/libs/math/test/ |
H A D | test_autodiff.hpp | 205 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, double K, in black_scholes_option_price() function
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/dports/devel/hyperscan/boost_1_75_0/libs/math/test/ |
H A D | test_autodiff.hpp | 205 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, double K, in black_scholes_option_price() function
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/dports/devel/boost-docs/boost_1_72_0/libs/math/doc/differentiation/ |
H A D | autodiff.qbk | 246 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 269 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 270 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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H A D | autodiff.tex | 241 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 264 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 265 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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/dports/devel/boost-python-libs/boost_1_72_0/libs/math/doc/differentiation/ |
H A D | autodiff.qbk | 246 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 269 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 270 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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H A D | autodiff.tex | 241 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 264 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 265 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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/dports/devel/boost-libs/boost_1_72_0/libs/math/doc/differentiation/ |
H A D | autodiff.qbk | 246 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 269 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 270 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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H A D | autodiff.tex | 241 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 264 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 265 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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/dports/devel/hyperscan/boost_1_75_0/libs/math/doc/differentiation/ |
H A D | autodiff.qbk | 246 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 269 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 270 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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H A D | autodiff.tex | 241 promote<Price, Sigma, Tau, Rate> black_scholes_option_price(CP cp, 264 auto const call_price = black_scholes_option_price(CP::call, K, S, sigma, tau, r); 265 auto const put_price = black_scholes_option_price(CP::put, K, S, sigma, tau, r);
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