![]() QuantLib 0.3.9Getting startedReference manual |
BaroneAdesiWhaleyApproximationEngine Class Reference |
Public Member Functions | |
void | calculate () const |
Static Public Member Functions | |
static Real | criticalPrice (const boost::shared_ptr< StrikedTypePayoff > &payoff, DiscountFactor riskFreeDiscount, DiscountFactor dividendDiscount, Real variance, Real tolerance=1e-6) |
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