| /dports/net/storj/storj-1.45.3/satellite/payments/stripecoinpayments/ |
| H A D | coupons.go | 22 type coupons struct { struct
23 service *Service
27 …ponCode(ctx context.Context, userID uuid.UUID, couponCode string) (_ *payments.Coupon, err error) {
61 …pons *coupons) GetByUserID(ctx context.Context, userID uuid.UUID) (_ *payments.Coupon, err error) {
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/bonds/ |
| H A D | fixedratebond.cpp | 34 const std::vector<Rate>& coupons, in FixedRateBond()
77 const std::vector<Rate>& coupons, in FixedRateBond()
145 const std::vector<InterestRate>& coupons, in FixedRateBond()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | callablebonds.cpp | 241 std::vector<Rate> coupons(1, 0.05); in testConsistency() local
322 std::vector<Rate> coupons(1, 0.05); in testObservability() local
381 std::vector<Rate> coupons(1, 0.05); in testDegenerate() local
500 std::vector<Rate> coupons(1, 0.05); in testCached() local
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| H A D | convertiblebonds.cpp | 192 std::vector<Rate> coupons(1, 0.05); in testBond() local
433 std::vector<Rate> coupons(schedule.size()-1, 0.05); in testRegression() local
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| H A D | bonds.cpp | 107 Real coupons[] = { 0.02, 0.05, 0.08 }; in testYield() local
229 Real coupons[] = { 0.02, 0.05, 0.08 }; in testAtmRate() local
300 Real coupons[] = { 0.02, 0.05, 0.08 }; in testZspread() local
393 Real coupons[] = { 0.02, 0.05, 0.08 }; in testTheoretical() local
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| H A D | swap.cpp | 269 std::vector<Rate> coupons(1, oneYear); in testInArrears() local
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| H A D | capflooredcoupon.cpp | 92 std::vector<Rate> coupons(length, 0.0); in makeFixedLeg() local
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| H A D | inflationcapflooredcoupon.cpp | 239 std::vector<Rate> coupons(length, 0.0); in makeFixedLeg() local
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| H A D | piecewiseyieldcurve.cpp | 329 std::vector<Rate> coupons(1, bondData[i].coupon/100.0); in CommonVars() local
416 std::vector<Rate> coupons(1, bondData[i].coupon/100.0); in testCurveConsistency() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/ |
| H A D | bondhelpers.cpp | 102 const std::vector<Rate>& coupons, in FixedRateBondHelper()
129 const std::vector<Rate>& coupons, in FixedRateBondHelper()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/ |
| H A D | Makefile.am | 3 catbonds commodities convertiblebonds coupons credit \ subdir
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| /dports/finance/quantlib/QuantLib-1.20/Examples/ConvertibleBonds/ |
| H A D | ConvertibleBonds.cpp | 87 std::vector<Real> coupons(1, 0.05); in main() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/amortizingbonds/ |
| H A D | amortizingfixedratebond.cpp | 31 const std::vector<Rate>& coupons, in AmortizingFixedRateBond()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/convertiblebonds/ |
| H A D | convertiblebond.cpp | 103 const std::vector<Rate>& coupons, in ConvertibleFixedCouponBond()
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | bond.cpp | 38 const Leg& coupons) in Bond()
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| H A D | creditdefaultswap.cpp | 177 const Leg& CreditDefaultSwap::coupons() const { in coupons() function in QuantLib::CreditDefaultSwap
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| /dports/finance/quantlib/QuantLib-1.20/Examples/FittedBondCurve/ |
| H A D | FittedBondCurve.cpp | 109 Real coupons[] = { 0.0200, 0.0225, 0.0250, 0.0275, 0.0300, in main() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/ |
| H A D | callablebond.cpp | 368 const std::vector<Rate>& coupons, in CallableFixedRateBond()
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| /dports/net/storj/storj-1.45.3/satellite/satellitedb/testdata/ |
| H A D | postgres.v141.sql | 65 CREATE TABLE coupons ( table
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| H A D | postgres.v154.sql | 70 CREATE TABLE coupons ( table
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| H A D | postgres.v156.sql | 70 CREATE TABLE coupons ( table
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| H A D | postgres.v157.sql | 70 CREATE TABLE coupons ( table
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| H A D | postgres.v158.sql | 70 CREATE TABLE coupons ( table
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| H A D | postgres.v159.sql | 70 CREATE TABLE coupons ( table
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| H A D | postgres.v160.sql | 70 CREATE TABLE coupons ( table
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