Lines Matching +defs:c +defs:forward +defs:type
39 Real forward = 1.0; in testBachelierImpliedVol() local
132 const Real forward = 100; in testRadoicicStefanicaImpliedVol() local
146 const Option::Type type = types[j]; in testRadoicicStefanicaImpliedVol() local
182 const Real forward = 1.0; in testRadoicicStefanicaLowerBound() local
187 const Real c = blackFormula(Option::Call, strike, forward, s); in testRadoicicStefanicaLowerBound() local
236 const Real forward= s0 * qTS->discount(exerciseDate)/df; in testImpliedVolAdaptiveSuccessiveOverRelaxation() local
248 const Option::Type type = types[j]; in testImpliedVolAdaptiveSuccessiveOverRelaxation() local
285 Real forward = 1.0; in assertBlackFormulaForwardDerivative() local
292 std::string type = optionType == Option::Call ? "Call" : "Put"; in assertBlackFormulaForwardDerivative() local
379 Real forward = 1.0; in assertBachelierBlackFormulaForwardDerivative() local
385 std::string type = optionType == Option::Call ? "Call" : "Put"; in assertBachelierBlackFormulaForwardDerivative() local