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Searched defs:strike2 (Results 1 – 3 of 3) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/
H A Dtwoassetcorrelationoption.cpp28 Real strike2, in TwoAssetCorrelationOption()
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dextensibleoptions.cpp40 Real strike2 = 105.0; in testAnalyticHolderExtensibleOptionEngine() local
93 Real strike2 = 82.0; in testAnalyticWriterExtensibleOptionEngine() local
H A Dtwoassetcorrelationoption.cpp40 Real strike2 = 70.0; in testAnalyticEngine() local