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T$D$$豟ݝE\D$X$jZ88DžE0$d9rD$E0$&$$Љ$D$$ bD$E0$Ԡ$賠$ݝ8$$$۠$躠D$D$D$(T$ T$D$$ $ݝY8$膠$e$D$#D$D$$芟ݝY\%tt$t$8$‹ 4D$$ݝD$E0$.$ $ݝY8$k$J$)$D$ D$$.ݝYX#8$4E$o$蒝D$$ݝE\D$ D$X$?ݝD$X$ݝYXBxttt$軚U\$肚$[Xtt&tU\D$X$ՙݝD$X$ݝYX@$"tt$Ut$?"tt($#t($ "ttX$ؘtX$˜"tt8$荘t8$w.ttH$Btt$H$ e[^]Ðvirtual void QuantLib::AnalyticDividendEuropeanEngine::calculate() constnot an European optionanalyticdividendeuropeanengine.cppnon-striked payoff givenBlack-Scholes process requiredT* boost::shared_ptr::operator->() const [with T = QuantLib::Exercise]/usr/local/include/boost/shared_ptr.hpppx != 0T* boost::shared_ptr::operator->() const [with T = QuantLib::GeneralizedBlackScholesProcess]const boost::shared_ptr& QuantLib::Handle::operator->() const [with T = QuantLib::YieldTermStructure]empty Handle cannot be dereferenced../../../ql/handle.hppT* boost::shared_ptr::operator->() const [with T = QuantLib::YieldTermStructure]T* boost::shared_ptr::operator->() const [with T = QuantLib::Dividend]const boost::shared_ptr& QuantLib::Handle::operator->() const [with T = QuantLib::Quote]T* boost::shared_ptr::operator->() const [with T = QuantLib::Quote]const boost::shared_ptr& QuantLib::Handle::operator->() const [with T = QuantLib::BlackVolTermStructure]T* boost::shared_ptr::operator->() const [with T = QuantLib::BlackVolTermStructure]T* boost::shared_ptr::operator->() const [with T = QuantLib::StrikedTypePayoff]T* boost::shared_ptr::operator->() const [with T = QuantLib::Handle::Link]T* boost::shared_ptr::operator->() const [with T = QuantLib::Handle::Link]T* boost::shared_ptr::operator->() const [with T = QuantLib::Handle::Link]Time QuantLib::DayCounter::yearFraction(const QuantLib::Date&, const QuantLib::Date&, const QuantLib::Date&, const QuantLib::Date&) constno implementation provided../../../ql/daycounter.hppvoid QuantLib::BlackVolTermStructure::checkRange(double, double, bool) conststrike () is outside the curve domain [,]../../../ql/voltermstructure.hppT* boost::shared_ptr::operator->() const [with T = QuantLib::DayCounter::Impl]void QuantLib::TermStructure::checkRange(double, bool) constnegative time () given../../../ql/termstructure.hpptime () is past max curve time ()static QuantLib::InterestRate QuantLib::InterestRate::impliedRate(double, const QuantLib::Date&, const QuantLib::Date&, const QuantLib::DayCounter&, QuantLib::Compounding, QuantLib::Frequency)d1 () later than or equal to d2 (../../../ql/interestrate.hppvirtual void QuantLib::Option::arguments::validate() constno payoff given../../../ql/option.hpp-C6??,X,xF',U~#0X ,SX0#{+.Ov{ ^ 3 )h ikYh)'{'h)0Y}[#L |l: I[#L |l: I[#L |l: IAoAo[#L |l: I:[Cc }^c!'.{}4FsJb,]wX]im`4+['#]O{%7v{'$+MTn' [94%,Q9' [9 :194;9[#O#o=#L . 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