Searched refs:varianceOffset (Results 1 – 1 of 1) sorted by relevance
35 Real varianceOffset, in ShiftedBlackVolTermStructure() argument41 varianceOffset_(varianceOffset), in ShiftedBlackVolTermStructure()94 Real varianceOffset; in calculate() local100 varianceOffset = v + mu; in calculate()107 varianceOffset = v + mu; in calculate()112 new ShiftedBlackVolTermStructure(varianceOffset, in calculate()