Home
last modified time | relevance | path

Searched refs:uHatMax (Results 1 – 1 of 1) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/
H A Danalytichestonengine.cpp899 const Real uHatMax = Brent().solve(uHat_Max(0.5*v0*t, epsilon), in andersenPiterbargIntegrationLimit() local
903 return std::max(uMax, uHatMax); in andersenPiterbargIntegrationLimit()