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 BjerksundStenslandApproximationEngine, including all inherited members.
americanCallApproximation(Real S, Real X, Real rfD, Real dD, Real variance) const | BjerksundStenslandApproximationEngine | private |
BjerksundStenslandApproximationEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >) | BjerksundStenslandApproximationEngine | |
calculate() const override | BjerksundStenslandApproximationEngine | |
europeanCallResults(Real S, Real X, Real rfD, Real dD, Real variance) const | BjerksundStenslandApproximationEngine | private |
immediateExercise(Real S, Real X) const | BjerksundStenslandApproximationEngine | private |
process_ | BjerksundStenslandApproximationEngine | private |