| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | claim.cpp | 25 Real notional, in amount()
39 Real notional, in amount()
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| H A D | varianceswap.hpp | 87 Real notional; member in QuantLib::VarianceSwap::arguments
123 inline Real VarianceSwap::notional() const { in notional() function in QuantLib::VarianceSwap
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| H A D | assetswap.cpp | 79 Real notional = bond_->notional(upfrontDate_); in AssetSwap() local
206 Real notional = bond_->notional(upfrontDate_); in AssetSwap() local
354 Real notional = bond_->notional(upfrontDate_); in fairCleanPrice() local
376 Real notional = bond_->notional(upfrontDate_); in fairNonParRepayment() local
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| H A D | bond.cpp | 116 Real Bond::notional(Date d) const { in notional() function in QuantLib::Bond
338 void Bond::setSingleRedemption(Real notional, in setSingleRedemption()
347 void Bond::setSingleRedemption(Real notional, in setSingleRedemption()
385 Real notional = coupon->nominal(); in calculateNotionalsFromCashflows() local
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| H A D | varianceswap.cpp | 29 Real notional, in VarianceSwap()
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| H A D | creditdefaultswap.cpp | 37 Real notional, in CreditDefaultSwap()
92 Real notional, in CreditDefaultSwap()
157 Real CreditDefaultSwap::notional() const { in notional() function in QuantLib::CreditDefaultSwap
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| H A D | creditdefaultswap.hpp | 291 Real notional; member in QuantLib::CreditDefaultSwap::arguments
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/varianceoption/ |
| H A D | varianceoption.hpp | 74 Real notional; member in QuantLib::VarianceOption::arguments
99 inline Real VarianceOption::notional() const { in notional() function in QuantLib::VarianceOption
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| H A D | varianceoption.cpp | 27 Real notional, in VarianceOption()
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| /dports/finance/quantlib/QuantLib-1.20/ql/cashflows/ |
| H A D | indexedcashflow.hpp | 47 IndexedCashFlow(Real notional, in IndexedCashFlow()
62 virtual Real notional() const { return notional_; } in notional() function in QuantLib::IndexedCashFlow
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| H A D | cpicoupon.hpp | 128 CPICashFlow(Real notional, in CPICashFlow()
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| /dports/finance/quantlib/QuantLib-1.20/Examples/Replication/ |
| H A D | Replication.cpp | 187 Real notional = portfolioValue/putValue; in main() local
222 Real notional = portfolioValue/putValue; in main() local
253 Real notional = portfolioValue/putValue; in main() local
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| /dports/science/cdk/cdk-cdk-2.3/storage/io/src/test/java/org/openscience/cdk/io/ |
| H A D | ShelXReaderTest.java | 65 …double notional[] = CrystalGeometryTools.cartesianToNotional(crystal.getA(), crystal.getB(), cryst… in testReading() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | mceverestengine.cpp | 24 EverestMultiPathPricer::EverestMultiPathPricer(Real notional, in EverestMultiPathPricer()
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| H A D | everestoption.hpp | 54 Real notional; member in QuantLib::EverestOption::arguments
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| H A D | everestoption.cpp | 25 EverestOption::EverestOption(Real notional, in EverestOption()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/inflation/ |
| H A D | yoyoptionlethelpers.cpp | 29 Real notional, in YoYOptionletHelper()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | creditdefaultswap.cpp | 84 Real notional = 10000.0; in testCachedValue() local
349 Real notional = 10000.0; in testImpliedHazardRate() local
453 Real notional = 10000.0; in testFairSpread() local
519 Real notional = 10000.0; in testFairUpfront() local
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| H A D | everestoption.cpp | 41 Real notional = 1.0; in testCached() local
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| H A D | cdsoption.cpp | 58 Real notional = 1000000.0; in testCached() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
| H A D | riskybond.cpp | 194 Real RiskyFixedBond::notional(Date date) const { in notional() function in QuantLib::RiskyFixedBond
279 Real RiskyFloatingBond::notional(Date date) const { in notional() function in QuantLib::RiskyFloatingBond
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| H A D | basket.cpp | 104 Real Basket::notional() const { in notional() function in QuantLib::Basket
184 Real notional = 0; in remainingNotional() local
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| H A D | nthtodefault.hpp | 149 …Real notional;// ALL NAMES WITH THE SAME WEIGHT, NOTIONAL IS NOT MAPPED TO THE BASKET HERE, this d… member in QuantLib::NthToDefault::arguments
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| H A D | syntheticcdo.cpp | 42 boost::optional<Real> notional) in SyntheticCDO()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/coupons/ |
| H A D | cmsspreadcoupon.cpp | 52 CmsSpreadLeg &CmsSpreadLeg::withNotionals(Real notional) { in withNotionals()
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