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Fully annotated reference manual - version 1.8.12
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BaroneAdesiWhaleyApproximationEngine Member List

This is the complete list of members for BaroneAdesiWhaleyApproximationEngine, including all inherited members.

BaroneAdesiWhaleyApproximationEngine(const QuantLib::ext::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &)BaroneAdesiWhaleyApproximationEngine
calculate() const overrideBaroneAdesiWhaleyApproximationEngine
criticalPrice(const QuantLib::ext::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, QuantLib::DiscountFactor riskFreeDiscount, QuantLib::DiscountFactor dividendDiscount, QuantLib::Real variance, QuantLib::Real tolerance=1e-6)BaroneAdesiWhaleyApproximationEnginestatic
process_BaroneAdesiWhaleyApproximationEngineprivate