Searched refs:externalLocalVolTS_ (Results 1 – 2 of 2) sorted by relevance
43 externalLocalVolTS_(localVolTS), in GeneralizedBlackScholesProcess()50 registerWith(externalLocalVolTS_); in GeneralizedBlackScholesProcess()183 return externalLocalVolTS_; in localVolatility()
106 Handle<LocalVolTermStructure> externalLocalVolTS_; member in QuantLib::GeneralizedBlackScholesProcess