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Searched defs:collarLeg (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dcapflooredcoupon.cpp221 Swap collarLeg(fixedLeg,collaredLeg); in testLargeRates() local
346 Swap collarLeg(fixedLeg,collaredLeg); in testDecomposition() local
H A Dinflationcapflooredcoupon.cpp491 Swap collarLeg(fixedLeg,collaredLeg); in testDecomposition() local