Searched refs:downDerivative (Results 1 – 1 of 1) sorted by relevance
2845 … CapPseudoDerivative downDerivative(ext::shared_ptr<MarketModel>(new PseudoRootFacade(bumpedDown)), in testPathwiseVegas() local2851 Real volDown = downDerivative.impliedVolatility(); in testPathwiseVegas()