- QuantLib
- JumpDiffusionEngine
calculate() const (defined in JumpDiffusionEngine) | JumpDiffusionEngine | |
JumpDiffusionEngine(const boost::shared_ptr< Merton76Process > &, Real relativeAccuracy_=1e-4, Size maxIterations=100) (defined in JumpDiffusionEngine) | JumpDiffusionEngine |