86     Size numberRates= marketModel->numberOfRates();  in theVegaBumps()  local
95         for (Size i=0; i< numberRates-1; i=i+1)  in theVegaBumps()
109     std::vector<VolatilityBumpInstrumentJacobian::Swaption> swaptions(numberRates);  in theVegaBumps()
111     for (Size i=0; i < numberRates; ++i)  in theVegaBumps()
114         swaptions[i].endIndex_ = numberRates;  in theVegaBumps()
140     Size numberRates =20;  in Bermudan()  local
145     std::vector<Real> rateTimes(numberRates+1);  in Bermudan()
149     std::vector<Real> paymentTimes(numberRates);  in Bermudan()
150     std::vector<Real> accruals(numberRates,accrual);  in Bermudan()
158     std::vector<Real> strikes(numberRates,fixedRate);  in Bermudan()
230     Size numberOfFactors = std::min<Size>(5,numberRates);  in Bermudan()
235     std::vector<Rate> initialRates(numberRates,rateLevel);  in Bermudan()
236     std::vector<Volatility> volatilities(numberRates, volLevel);  in Bermudan()
237     std::vector<Spread> displacements(numberRates, displacementLevel);  in Bermudan()
392         for (Size i=0; i < numberRates; ++i, ++r)  in Bermudan()
399 …   std::cout << " vega, " << r - 1 -  numberRates<< ", " << values[r] << " ," << errors[r] << "\n";  in Bermudan()
465     Size numberRates =20;  in InverseFloater()  local
475     std::vector<Real> rateTimes(numberRates+1);  in InverseFloater()
479     std::vector<Real> paymentTimes(numberRates);  in InverseFloater()
480     std::vector<Real> accruals(numberRates,accrual);  in InverseFloater()
481     std::vector<Real> fixedStrikes(numberRates,strike);  in InverseFloater()
482     std::vector<Real> floatingSpreads(numberRates,floatingSpread);  in InverseFloater()
483     std::vector<Real> fixedMultipliers(numberRates,fixedMultiplier);  in InverseFloater()
550     std::cout << " number rates :  " << numberRates << "\n";  in InverseFloater()
570     Size numberOfFactors = std::min<Size>(5,numberRates);  in InverseFloater()
575     std::vector<Rate> initialRates(numberRates,rateLevel);  in InverseFloater()
576     std::vector<Volatility> volatilities(numberRates, volLevel);  in InverseFloater()
577     std::vector<Spread> displacements(numberRates, displacementLevel);  in InverseFloater()
729         for (Size i=0; i < numberRates; ++i, ++r)  in InverseFloater()
736 …   std::cout << " vega, " << r - 1 -  numberRates<< ", " << values[r] << " ," << errors[r] << "\n";  in InverseFloater()