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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for BlackDeltaPremiumAdjustedMaxStrikeClass, including all inherited members.
| bdc_ | BlackDeltaPremiumAdjustedMaxStrikeClass | private |
| BlackDeltaPremiumAdjustedMaxStrikeClass(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev) | BlackDeltaPremiumAdjustedMaxStrikeClass | |
| operator()(Real strike) const | BlackDeltaPremiumAdjustedMaxStrikeClass | |
| stdDev_ | BlackDeltaPremiumAdjustedMaxStrikeClass | private |