| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | hestonexpansionengine.hpp | 71 virtual Real impliedVolatility(Real strike, Real forward) const = 0;
83 virtual Real impliedVolatility(Real strike, Real forward) const;
105 virtual Real impliedVolatility(Real strike, Real forward) const;
128 virtual Real impliedVolatility(Real strike, Real forward) const;
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| H A D | hestonexpansionengine.cpp | 83 vol = expansion.impliedVolatility(strikePrice, forward); in calculate()
90 vol = expansion.impliedVolatility(strikePrice, forward); in calculate()
97 vol = expansion.impliedVolatility(strikePrice, forward); in calculate()
123 Real LPP2HestonExpansion::impliedVolatility(const Real strike, in impliedVolatility() function in QuantLib::LPP2HestonExpansion
218 Real FordeHestonExpansion::impliedVolatility(const Real strike, in impliedVolatility() function in QuantLib::FordeHestonExpansion
735 Real LPP3HestonExpansion::impliedVolatility(const Real strike, in impliedVolatility() function in QuantLib::LPP3HestonExpansion
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/pathwisegreeks/ |
| H A D | swaptionpseudojacobian.hpp | 49 Real impliedVolatility() const;
91 Real impliedVolatility() const;
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| H A D | swaptionpseudojacobian.cpp | 139 Real SwaptionPseudoDerivative::impliedVolatility() const in impliedVolatility() function in QuantLib::SwaptionPseudoDerivative
374 Real CapPseudoDerivative::impliedVolatility() const in impliedVolatility() function in QuantLib::CapPseudoDerivative
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/ |
| H A D | calibrationhelper.cpp | 40 Volatility BlackCalibrationHelper::impliedVolatility(Real targetValue, in impliedVolatility() function in QuantLib::BlackCalibrationHelper
76 implied = this->impliedVolatility( in calibrationError()
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| H A D | calibrationhelper.hpp | 109 Volatility impliedVolatility(Real targetValue,
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | inflationcapfloor.hpp | 87 virtual Volatility impliedVolatility(
163 inline Volatility YoYInflationCapFloor::impliedVolatility( in impliedVolatility() function in QuantLib::YoYInflationCapFloor
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| H A D | vanillaoption.hpp | 60 Volatility impliedVolatility(
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| H A D | dividendvanillaoption.hpp | 49 Volatility impliedVolatility(
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| H A D | barrieroption.hpp | 55 Volatility impliedVolatility(
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| H A D | vanillaoption.cpp | 37 Volatility VanillaOption::impliedVolatility( in impliedVolatility() function in QuantLib::VanillaOption
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| H A D | dividendvanillaoption.cpp | 40 Volatility DividendVanillaOption::impliedVolatility( in impliedVolatility() function in QuantLib::DividendVanillaOption
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| H A D | swaption.hpp | 106 Volatility impliedVolatility(
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| H A D | barrieroption.cpp | 52 Volatility BarrierOption::impliedVolatility( in impliedVolatility() function in QuantLib::BarrierOption
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| H A D | capfloor.hpp | 91 Volatility impliedVolatility(
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| H A D | swaption.cpp | 170 Volatility Swaption::impliedVolatility(Real targetValue, in impliedVolatility() function in QuantLib::Swaption
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| H A D | capfloor.cpp | 330 Volatility CapFloor::impliedVolatility(Real targetValue, in impliedVolatility() function in QuantLib::CapFloor
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | doublebarrieroption.hpp | 54 Volatility impliedVolatility(
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| H A D | doublebarrieroption.cpp | 53 Volatility DoubleBarrierOption::impliedVolatility( in impliedVolatility() function in QuantLib::DoubleBarrierOption
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
| H A D | cdsoption.hpp | 67 Volatility impliedVolatility(
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| H A D | cdsoption.cpp | 122 Volatility CdsOption::impliedVolatility( in impliedVolatility() function in QuantLib::CdsOption
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/swaptions/ |
| H A D | irregularswaption.hpp | 68 Volatility impliedVolatility(
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| H A D | irregularswaption.cpp | 129 Volatility IrregularSwaption::impliedVolatility( in impliedVolatility() function in QuantLib::IrregularSwaption
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | fdsabr.cpp | 177 optionPut.impliedVolatility(optionPut.NPV(), bsProcess, 1e-6); in testFdmSabrOp()
187 optionPut.impliedVolatility(mcNPV, bsProcess, 1e-6); in testFdmSabrOp()
320 option.impliedVolatility(option.NPV(), bsProcess); in testFdmSabrVsVolApproximation()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/ |
| H A D | callablebond.hpp | 72 Volatility impliedVolatility(
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