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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/models/
H A Dcapletcoterminalperiodic.cpp63 Real& errorImprovement, // improvement in error for last iteration in capletSwaptionPeriodicCalibration()
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dmarketmodel_smmcaplethomocalibration.cpp435 Real errorImprovement; // improvement in error for last iteration in testPeriodFunction() local