Searched refs:cont_strategy (Results 1 – 2 of 2) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | continuousarithmeticasianvecerengine.cpp | 103 Real Z_0 = cont_strategy(0,T1,T2,q,r) - std::exp(-r*T) * X /S_0; in calculate()
143 * cont_strategy(T-(j-1)*k,T1,T2,q,r); in calculate()
164 cont_strategy(T-j*k,T1,T2,q,r); in calculate()
209 Real ContinuousArithmeticAsianVecerEngine::cont_strategy(Time t, in cont_strategy() function in QuantLib::ContinuousArithmeticAsianVecerEngine
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| H A D | continuousarithmeticasianvecerengine.hpp | 48 Real cont_strategy(Time t, Time T1,Time T2,Real v, Real r) const;
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