Searched refs:crankNicolsonNPV (Results 1 – 1 of 1) sorted by relevance
1653 const Real crankNicolsonNPV = dividendPrices[idxCrankNicolson]; in testPDESchemes() local1656 const Real schemeDiff = std::fabs(crankNicolsonNPV - douglasNPV); in testPDESchemes()1661 << "\n Crank-Nicolson NPV: " << crankNicolsonNPV in testPDESchemes()1760 const Real crankNicolsonNPV = option.NPV(); in testDouglasVsCrankNicolson() local1762 const Real npvDiff = std::fabs(crankNicolsonNPV - npv); in testDouglasVsCrankNicolson()1767 << "\n Crank-Nicolson NPV: " << crankNicolsonNPV in testDouglasVsCrankNicolson()1779 const Real schemeDiff = std::fabs(crankNicolsonNPV - douglasNPV); in testDouglasVsCrankNicolson()1785 << "\n Crank-Nicolson NPV: " << crankNicolsonNPV in testDouglasVsCrankNicolson()