exactbachelierimpliedvolatility.cpp File Reference

#include <qle/models/exactbachelierimpliedvolatility.hpp>
#include <ql/math/comparison.hpp>
#include <boost/math/distributions/normal.hpp>

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Namespaces
namespace	QuantExt

Functions
Real	exactBachelierImpliedVolatility (Option::Type optionType, Real strike, Real forward, Real tte, Real bachelierPrice, Real discount)