| /dports/finance/quantlib/QuantLib-1.20/ql/processes/ |
| H A D | hullwhiteprocess.hpp | 54 ext::shared_ptr<QuantLib::OrnsteinUhlenbeckProcess> process_; member in QuantLib::HullWhiteProcess
83 ext::shared_ptr<QuantLib::OrnsteinUhlenbeckProcess> process_; member in QuantLib::HullWhiteForwardProcess
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | fdblackscholesvanillaengine.hpp | 71 const ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::FdBlackScholesVanillaEngine
106 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::MakeFdBlackScholesVanillaEngine
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| H A D | analyticdividendeuropeanengine.hpp | 45 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticDividendEuropeanEngine
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| H A D | baroneadesiwhaleyengine.hpp | 52 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::BaroneAdesiWhaleyApproximationEngine
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| H A D | bjerksundstenslandengine.hpp | 46 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::BjerksundStenslandApproximationEngine
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| H A D | juquadraticengine.hpp | 59 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::JuQuadraticApproximationEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/forward/ |
| H A D | mcvarianceswapengine.hpp | 119 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::MCVarianceSwapEngine
146 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::MakeMCVarianceSwapEngine
161 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::VariancePathPricer
332 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::detail::Integrand
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| /dports/www/qt5-webengine/qtwebengine-everywhere-src-5.15.2/src/3rdparty/chromium/third_party/crashpad/crashpad/util/process/ |
| H A D | process_memory_fuchsia.h | 51 zx::unowned_process process_; variable
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| /dports/www/chromium-legacy/chromium-88.0.4324.182/third_party/crashpad/crashpad/util/process/ |
| H A D | process_memory_fuchsia.h | 51 zx::unowned_process process_; variable
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| /dports/www/wt/wt-4.6.1/examples/feature/oidc/ |
| H A D | OAuthAuthorizationEndpoint.h | 26 std::unique_ptr<Wt::Auth::OAuthAuthorizationEndpointProcess> process_; variable
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| /dports/math/openturns/openturns-1.18/lib/src/Uncertainty/Model/openturns/ |
| H A D | ProcessEvent.hxx | 87 Process process_; member in ProcessEvent
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/varianceoption/ |
| H A D | integralhestonvarianceoptionengine.hpp | 44 ext::shared_ptr<HestonProcess> process_; member in QuantLib::IntegralHestonVarianceOptionEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/utilities/ |
| H A D | bsmrndcalculator.hpp | 48 const ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::BSMRNDCalculator
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| H A D | gbsmrndcalculator.hpp | 44 const ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::GBSMRNDCalculator
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/cliquet/ |
| H A D | analyticcliquetengine.hpp | 47 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticCliquetEngine
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| H A D | analyticperformanceengine.hpp | 44 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticPerformanceEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/asian/ |
| H A D | analytic_discr_geom_av_strike.hpp | 52 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticDiscreteGeometricAverageStrikeAsianEngine
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| H A D | analytic_cont_geom_av_price.hpp | 56 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticContinuousGeometricAveragePriceAsianEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | analyticcomplexchooserengine.hpp | 40 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticComplexChooserEngine
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| H A D | analyticholderextensibleoptionengine.hpp | 41 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticHolderExtensibleOptionEngine
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| H A D | analyticpartialtimebarrieroptionengine.hpp | 39 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticPartialTimeBarrierOptionEngine
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| H A D | analyticsimplechooserengine.hpp | 42 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticSimpleChooserEngine
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| H A D | analyticwriterextensibleoptionengine.hpp | 40 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticWriterExtensibleOptionEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | analyticdoublebarrierbinaryengine.hpp | 57 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticDoubleBarrierBinaryEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/barrier/ |
| H A D | analyticbinarybarrierengine.hpp | 52 ext::shared_ptr<GeneralizedBlackScholesProcess> process_; member in QuantLib::AnalyticBinaryBarrierEngine
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