Searched defs:e2kt (Results 1 – 2 of 2) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ | ||
| H A D | hestonexpansionengine.hpp | 87 Real ekt, e2kt, e3kt, e4kt; member in QuantLib::LPP2HestonExpansion |
| H A D | analytichestonengine.cpp | 498 const Real e2kt = std::exp(2*kt); in chF() local |