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Lines Matching refs:derivative

89             << "autodiff black-scholes call price = " << call_price.derivative(0, 0, 0, 0) << '\n'  in main()
90 << "autodiff black-scholes put price = " << put_price.derivative(0, 0, 0, 0) << '\n' in main()
92 << "autodiff call delta = " << call_price.derivative(1, 0, 0, 0) << '\n' in main()
94 << "autodiff call vega = " << call_price.derivative(0, 1, 0, 0) << '\n' in main()
96 << "autodiff call theta = " << -call_price.derivative(0, 0, 1, 0) in main()
99 << "autodiff call rho = " << call_price.derivative(0, 0, 0, 1) << '\n' in main()
102 << "autodiff put delta = " << put_price.derivative(1, 0, 0, 0) << '\n' in main()
104 << "autodiff put vega = " << put_price.derivative(0, 1, 0, 0) << '\n' in main()
106 << "autodiff put theta = " << -put_price.derivative(0, 0, 1, 0) << '\n' in main()
108 << "autodiff put rho = " << put_price.derivative(0, 0, 0, 1) << '\n' in main()
111 << "autodiff call gamma = " << call_price.derivative(2, 0, 0, 0) << '\n' in main()
112 << "autodiff put gamma = " << put_price.derivative(2, 0, 0, 0) << '\n' in main()
114 << "autodiff call vanna = " << call_price.derivative(1, 1, 0, 0) << '\n' in main()
115 << "autodiff put vanna = " << put_price.derivative(1, 1, 0, 0) << '\n' in main()
117 << "autodiff call charm = " << -call_price.derivative(1, 0, 1, 0) << '\n' in main()
118 << "autodiff put charm = " << -put_price.derivative(1, 0, 1, 0) << '\n' in main()
120 << "autodiff call vomma = " << call_price.derivative(0, 2, 0, 0) << '\n' in main()
121 << "autodiff put vomma = " << put_price.derivative(0, 2, 0, 0) << '\n' in main()
123 << "autodiff call veta = " << call_price.derivative(0, 1, 1, 0) << '\n' in main()
124 << "autodiff put veta = " << put_price.derivative(0, 1, 1, 0) << '\n' in main()
127 << "autodiff call speed = " << call_price.derivative(3, 0, 0, 0) << '\n' in main()
128 << "autodiff put speed = " << put_price.derivative(3, 0, 0, 0) << '\n' in main()
130 << "autodiff call zomma = " << call_price.derivative(2, 1, 0, 0) << '\n' in main()
131 << "autodiff put zomma = " << put_price.derivative(2, 1, 0, 0) << '\n' in main()
133 << "autodiff call color = " << call_price.derivative(2, 0, 1, 0) << '\n' in main()
134 << "autodiff put color = " << put_price.derivative(2, 0, 1, 0) << '\n' in main()
136 << "autodiff call ultima = " << call_price.derivative(0, 3, 0, 0) << '\n' in main()
137 << "autodiff put ultima = " << put_price.derivative(0, 3, 0, 0) << '\n' in main()