diff options
Diffstat (limited to 'scaddins/source/pricing/pricing.hxx')
| -rw-r--r-- | scaddins/source/pricing/pricing.hxx | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/scaddins/source/pricing/pricing.hxx b/scaddins/source/pricing/pricing.hxx index 66d2d26618b0..ca02f9c87bad 100644 --- a/scaddins/source/pricing/pricing.hxx +++ b/scaddins/source/pricing/pricing.hxx @@ -389,23 +389,23 @@ public: // methods from own interfaces start here // ---------------------------------------- - virtual double SAL_CALL getOpt_barrier( double spot, double vol, + virtual double SAL_CALL getOptBarrier( double spot, double vol, double r, double rf, double T, double strike, double barrier_low, double barrier_up, double rebate, const STRING& put_call, const STRING& in_out, const STRING& continuous, const ANY& greek ) THROWDEF_RTE_IAE; - virtual double SAL_CALL getOpt_touch( double spot, double vol, + virtual double SAL_CALL getOptTouch( double spot, double vol, double r, double rf, double T, double barrier_low, double barrier_up, const STRING& for_dom, const STRING& in_out, const STRING& barriercont, const ANY& greekstr ) THROWDEF_RTE_IAE; - virtual double SAL_CALL getOpt_prob_hit( double spot, double vol, + virtual double SAL_CALL getOptProbHit( double spot, double vol, double mu, double T, double barrier_low, double barrier_up ) THROWDEF_RTE_IAE; - virtual double SAL_CALL getOpt_prob_inmoney( double spot, double vol, + virtual double SAL_CALL getOptProbInMoney( double spot, double vol, double mu, double T, double barrier_low, double barrier_up, const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE; |