Searched refs:expiry (Results 1 – 1 of 1) sorted by relevance
102 PetscReal strike, expiry; /* Option contract properties */ member144 user.expiry = 1.0; in main()153 PetscCall(PetscOptionsGetReal(NULL, NULL, "-expiry", &user.expiry, &flg)); in main()177 user.dt = user.expiry / user.mt; in main()