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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 BlackDeltaPremiumAdjustedSolverClass, including all inherited members.
| bdc_ | BlackDeltaPremiumAdjustedSolverClass | private |
| BlackDeltaPremiumAdjustedSolverClass(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev, Real delta) | BlackDeltaPremiumAdjustedSolverClass | |
| delta_ | BlackDeltaPremiumAdjustedSolverClass | private |
| operator()(Real strike) const | BlackDeltaPremiumAdjustedSolverClass |