| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/credit/ |
| H A D | flathazardrate.cpp | 28 const DayCounter& dayCounter) in FlatHazardRate()
36 const DayCounter& dayCounter) in FlatHazardRate()
43 const DayCounter& dayCounter) in FlatHazardRate()
52 const DayCounter& dayCounter) in FlatHazardRate()
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| H A D | piecewisedefaultcurve.hpp | 70 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
83 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
95 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
112 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
131 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
146 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
160 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
173 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
191 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
234 const DayCounter& dayCounter, in PiecewiseDefaultCurve()
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| H A D | interpolateddefaultdensitycurve.hpp | 179 const DayCounter& dayCounter, in InterpolatedDefaultDensityCurve()
189 const DayCounter& dayCounter, in InterpolatedDefaultDensityCurve()
200 const DayCounter& dayCounter, in InterpolatedDefaultDensityCurve()
211 const DayCounter& dayCounter, in InterpolatedDefaultDensityCurve()
227 const DayCounter& dayCounter, in InterpolatedDefaultDensityCurve()
241 const DayCounter& dayCounter, in InterpolatedDefaultDensityCurve()
258 const DayCounter& dayCounter) in initialize()
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| H A D | interpolatedhazardratecurve.hpp | 177 const DayCounter& dayCounter, in InterpolatedHazardRateCurve()
187 const DayCounter& dayCounter, in InterpolatedHazardRateCurve()
198 const DayCounter& dayCounter, in InterpolatedHazardRateCurve()
209 const DayCounter& dayCounter, in InterpolatedHazardRateCurve()
225 const DayCounter& dayCounter, in InterpolatedHazardRateCurve()
239 const DayCounter& dayCounter, in InterpolatedHazardRateCurve()
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| H A D | interpolatedsurvivalprobabilitycurve.hpp | 173 const DayCounter& dayCounter, in InterpolatedSurvivalProbabilityCurve()
183 const DayCounter& dayCounter, in InterpolatedSurvivalProbabilityCurve()
194 const DayCounter& dayCounter, in InterpolatedSurvivalProbabilityCurve()
205 const DayCounter& dayCounter, in InterpolatedSurvivalProbabilityCurve()
221 const DayCounter& dayCounter, in InterpolatedSurvivalProbabilityCurve()
235 const DayCounter& dayCounter, in InterpolatedSurvivalProbabilityCurve()
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| H A D | defaultprobabilityhelpers.cpp | 35 const DayCounter &dayCounter, Real recoveryRate, in CdsHelper()
61 const DayCounter &dayCounter, Real recoveryRate, in CdsHelper()
140 const DayCounter& dayCounter, in SpreadCdsHelper()
162 const DayCounter& dayCounter, in SpreadCdsHelper()
212 const DayCounter& dayCounter, in UpfrontCdsHelper()
240 const DayCounter& dayCounter, in UpfrontCdsHelper()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/ |
| H A D | piecewiseyieldcurve.hpp | 77 const DayCounter& dayCounter, in PiecewiseYieldCurve()
92 const DayCounter& dayCounter, in PiecewiseYieldCurve()
105 const DayCounter& dayCounter, in PiecewiseYieldCurve()
123 const DayCounter& dayCounter, in PiecewiseYieldCurve()
143 const DayCounter& dayCounter, in PiecewiseYieldCurve()
159 const DayCounter& dayCounter, in PiecewiseYieldCurve()
174 const DayCounter& dayCounter, in PiecewiseYieldCurve()
188 const DayCounter& dayCounter, in PiecewiseYieldCurve()
207 const DayCounter& dayCounter, in PiecewiseYieldCurve()
228 const DayCounter& dayCounter, in PiecewiseYieldCurve()
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| H A D | interpolatedsimplezerocurve.hpp | 142 InterpolatedSimpleZeroCurve<T>::InterpolatedSimpleZeroCurve(const DayCounter &dayCounter, const T &… in InterpolatedSimpleZeroCurve()
146 …eZeroCurve<T>::InterpolatedSimpleZeroCurve(const Date &referenceDate, const DayCounter &dayCounter, in InterpolatedSimpleZeroCurve()
153 const DayCounter &dayCounter, in InterpolatedSimpleZeroCurve()
172 InterpolatedSimpleZeroCurve<T>::InterpolatedSimpleZeroCurve(const DayCounter &dayCounter, in InterpolatedSimpleZeroCurve()
191 … const DayCounter &dayCounter, const Calendar &calendar, in InterpolatedSimpleZeroCurve()
202 … const DayCounter &dayCounter, const Calendar &calendar, in InterpolatedSimpleZeroCurve()
213 … const DayCounter &dayCounter, const T &interpolator) in InterpolatedSimpleZeroCurve()
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| H A D | forwardcurve.hpp | 195 const DayCounter& dayCounter, in InterpolatedForwardCurve()
202 const DayCounter& dayCounter, in InterpolatedForwardCurve()
213 const DayCounter& dayCounter, in InterpolatedForwardCurve()
235 const DayCounter& dayCounter, in InterpolatedForwardCurve()
256 const DayCounter& dayCounter, in InterpolatedForwardCurve()
272 const DayCounter& dayCounter, in InterpolatedForwardCurve()
286 const DayCounter& dayCounter, in InterpolatedForwardCurve()
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| H A D | discountcurve.hpp | 184 const DayCounter& dayCounter, in InterpolatedDiscountCurve()
192 const DayCounter& dayCounter, in InterpolatedDiscountCurve()
203 const DayCounter& dayCounter, in InterpolatedDiscountCurve()
225 const DayCounter& dayCounter, in InterpolatedDiscountCurve()
246 const DayCounter& dayCounter, in InterpolatedDiscountCurve()
262 const DayCounter& dayCounter, in InterpolatedDiscountCurve()
276 const DayCounter& dayCounter, in InterpolatedDiscountCurve()
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| H A D | flatforward.cpp | 28 const DayCounter& dayCounter, in FlatForward()
38 const DayCounter& dayCounter, in FlatForward()
48 const DayCounter& dayCounter, in FlatForward()
59 const DayCounter& dayCounter, in FlatForward()
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| H A D | zerocurve.hpp | 186 const DayCounter& dayCounter, in InterpolatedZeroCurve()
193 const DayCounter& dayCounter, in InterpolatedZeroCurve()
204 const DayCounter& dayCounter, in InterpolatedZeroCurve()
226 const DayCounter& dayCounter, in InterpolatedZeroCurve()
247 const DayCounter& dayCounter, in InterpolatedZeroCurve()
265 const DayCounter& dayCounter, in InterpolatedZeroCurve()
281 const DayCounter& dayCounter, in InterpolatedZeroCurve()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/equityfx/ |
| H A D | localconstantvol.hpp | 57 DayCounter dayCounter() const { return dayCounter_; } in dayCounter() function in QuantLib::LocalConstantVol
79 const DayCounter& dayCounter) in LocalConstantVol()
86 const DayCounter& dayCounter) in LocalConstantVol()
95 const DayCounter& dayCounter) in LocalConstantVol()
103 const DayCounter& dayCounter) in LocalConstantVol()
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| H A D | fixedlocalvolsurface.cpp | 46 const DayCounter& dayCounter, in FixedLocalVolSurface()
74 const DayCounter& dayCounter, in FixedLocalVolSurface()
98 const DayCounter& dayCounter, in FixedLocalVolSurface()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/ |
| H A D | inflationtermstructure.cpp | 30 const DayCounter& dayCounter, in InflationTermStructure()
45 const DayCounter& dayCounter, in InflationTermStructure()
155 const DayCounter& dayCounter, in ZeroInflationTermStructure()
168 const DayCounter& dayCounter, in ZeroInflationTermStructure()
181 const DayCounter& dayCounter, in ZeroInflationTermStructure()
205 const DayCounter& dayCounter, in ZeroInflationTermStructure()
219 const DayCounter& dayCounter, in ZeroInflationTermStructure()
233 const DayCounter& dayCounter, in ZeroInflationTermStructure()
304 const DayCounter& dayCounter, in YoYInflationTermStructure()
316 const DayCounter& dayCounter, in YoYInflationTermStructure()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/ |
| H A D | callablebondconstantvol.cpp | 29 const DayCounter& dayCounter) in CallableBondConstantVolatility()
37 const DayCounter& dayCounter) in CallableBondConstantVolatility()
47 const DayCounter& dayCounter) in CallableBondConstantVolatility()
56 const DayCounter& dayCounter) in CallableBondConstantVolatility()
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| H A D | callablebond.cpp | 152 const DayCounter& dayCounter, in continuousToConv()
188 const DayCounter& dayCounter, in convToContinuous()
242 const DayCounter& dayCounter, in OAS()
276 const DayCounter& dayCounter, in cleanPriceOAS()
300 const DayCounter& dayCounter, in effectiveDuration()
332 const DayCounter& dayCounter, in effectiveConvexity()
501 const DayCounter& dayCounter, in CallableZeroCouponBond()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | daycounters.cpp | 192 ActualActual dayCounter(testCases[i].convention); in testActualActual() local
236 DayCounter dayCounter = ActualActual(ActualActual::ISMA, schedule); in testActualActualWithSemiannualSchedule() local
353 DayCounter dayCounter = ActualActual(ActualActual::ISMA, schedule); in testActualActualWithAnnualSchedule() local
425 DayCounter dayCounter = ActualActual(ActualActual::ISMA, schedule); in testActualActualWithSchedule() local
535 DayCounter dayCounter = SimpleDayCounter(); in testSimple() local
561 DayCounter dayCounter = OneDayCounter(); in testOne() local
649 DayCounter dayCounter = Thirty365(); in testThirty365() local
676 DayCounter dayCounter = Thirty360(Thirty360::BondBasis); in testThirty360_BondBasis() local
739 DayCounter dayCounter = Thirty360(Thirty360::EurobondBasis); in testThirty360_EurobondBasis() local
805 Thirty360 dayCounter(Thirty360::German); in testThirty360_German() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
| H A D | interpolatedaffinehazardratecurve.hpp | 354 const DayCounter& dayCounter, in InterpolatedAffineHazardRateCurve()
365 const DayCounter& dayCounter, in InterpolatedAffineHazardRateCurve()
378 const DayCounter& dayCounter, in InterpolatedAffineHazardRateCurve()
391 const DayCounter& dayCounter, in InterpolatedAffineHazardRateCurve()
406 const DayCounter& dayCounter, in InterpolatedAffineHazardRateCurve()
419 const DayCounter& dayCounter, in InterpolatedAffineHazardRateCurve()
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| H A D | onefactoraffinesurvival.hpp | 46 const DayCounter& dayCounter = DayCounter(), in OneFactorAffineSurvivalStructure()
55 const DayCounter& dayCounter = DayCounter(), in OneFactorAffineSurvivalStructure()
65 const DayCounter& dayCounter = DayCounter(), in OneFactorAffineSurvivalStructure()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/inflation/ |
| H A D | interpolatedyoyinflationcurve.hpp | 138 const DayCounter& dayCounter, in InterpolatedYoYInflationCurve()
195 const DayCounter& dayCounter, in InterpolatedYoYInflationCurve()
253 const DayCounter& dayCounter, in InterpolatedYoYInflationCurve()
267 const DayCounter& dayCounter, in InterpolatedYoYInflationCurve()
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| H A D | interpolatedzeroinflationcurve.hpp | 134 const DayCounter& dayCounter, in InterpolatedZeroInflationCurve()
197 const DayCounter& dayCounter, in InterpolatedZeroInflationCurve()
262 const DayCounter& dayCounter, in InterpolatedZeroInflationCurve()
277 const DayCounter& dayCounter, in InterpolatedZeroInflationCurve()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/capfloor/ |
| H A D | capfloortermvolcurve.cpp | 59 const DayCounter& dayCounter) in CapFloorTermVolCurve()
81 const DayCounter& dayCounter) in CapFloorTermVolCurve()
106 const DayCounter& dayCounter) in CapFloorTermVolCurve()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/bond/ |
| H A D | bondfunctions.cpp | 301 const DayCounter& dayCounter, in cleanPrice()
327 const DayCounter& dayCounter, in dirtyPrice()
352 const DayCounter& dayCounter, in bps()
362 const DayCounter& dayCounter, in yield()
395 const DayCounter& dayCounter, in duration()
420 const DayCounter& dayCounter, in convexity()
444 const DayCounter& dayCounter, in basisPointValue()
469 const DayCounter& dayCounter, in yieldValueBasisPoint()
502 const DayCounter& dayCounter, in zSpread()
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | forward.cpp | 26 Forward::Forward(const DayCounter& dayCounter, in Forward()
71 const DayCounter& dayCounter) { in impliedYield()
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