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Searched refs:currentAverage (Results 1 – 5 of 5) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/
H A Dcontinuousarithmeticasianlevyengine.cpp31 const Handle<Quote>& currentAverage, in ContinuousArithmeticAsianLevyEngine() argument
33 : process_(process), currentAverage_(currentAverage), in ContinuousArithmeticAsianLevyEngine()
H A Dcontinuousarithmeticasianlevyengine.hpp37 const Handle<Quote>& currentAverage,
H A Dcontinuousarithmeticasianvecerengine.hpp39 const Handle<Quote>& currentAverage,
H A Dcontinuousarithmeticasianvecerengine.cpp36 const Handle<Quote>& currentAverage, in ContinuousArithmeticAsianVecerEngine() argument
42 : process_(process), currentAverage_(currentAverage), in ContinuousArithmeticAsianVecerEngine()
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dasianoptions.cpp1268 Real currentAverage; member
1323 new SimpleQuote(cases[l].currentAverage)); in testLevyEngine()
1354 << "\n current average: " << cases[l].currentAverage in testLevyEngine()