QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for ImpliedVolatilityHelper, including all inherited members.
calculate(const Instrument &instrument, const PricingEngine &engine, SimpleQuote &volQuote, Real targetValue, Real accuracy, Natural maxEvaluations, Volatility minVol, Volatility maxVol) | ImpliedVolatilityHelper | static |
clone(const ext::shared_ptr< GeneralizedBlackScholesProcess > &, const ext::shared_ptr< SimpleQuote > &) | ImpliedVolatilityHelper | static |