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/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/
H A Danalyticbsmhullwhiteengine.cpp35 Real varianceOffset, in ShiftedBlackVolTermStructure() argument
41 varianceOffset_(varianceOffset), in ShiftedBlackVolTermStructure()
94 Real varianceOffset; in calculate() local
100 varianceOffset = v + mu; in calculate()
107 varianceOffset = v + mu; in calculate()
112 new ShiftedBlackVolTermStructure(varianceOffset, in calculate()