Searched refs:strike (Results 1 – 1 of 1) sorted by relevance
102 PetscReal strike, expiry; /* Option contract properties */ member143 user.strike = 10.0; in main()158 PetscCall(PetscOptionsGetReal(NULL, NULL, "-strike", &user.strike, &flg)); in main()189 user.Vt1[i] = PetscMax(user.strike - sval, 0); in main()274 xl_array[i] = PetscMax(user->strike - sval, 0); in ComputeVariableBounds()280 xl_array[0] = PetscMax(user->strike, 0); in ComputeVariableBounds()334 f[0] = x[0] - user->strike; in FormConstraints()