A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for VarianceGammaEngine, including all inherited members.
| calculate() const (defined in VarianceGammaEngine) | VarianceGammaEngine | |
| VarianceGammaEngine(const ext::shared_ptr< VarianceGammaProcess > &, Real absoluteError=1e-5) (defined in VarianceGammaEngine) | VarianceGammaEngine | explicit |