| /dports/finance/quantlib/QuantLib-1.20/ql/models/equity/ |
| H A D | piecewisetimedependenthestonmodel.cpp | 26 const Handle<YieldTermStructure>& riskFreeRate, in PiecewiseTimeDependentHestonModel()
62 PiecewiseTimeDependentHestonModel::riskFreeRate() const { in riskFreeRate() function in QuantLib::PiecewiseTimeDependentHestonModel
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| H A D | hestonmodelhelper.cpp | 38 const Handle<YieldTermStructure>& riskFreeRate, in HestonModelHelper()
56 const Handle<YieldTermStructure>& riskFreeRate, in HestonModelHelper()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/variancegamma/ |
| H A D | variancegammaprocess.cpp | 30 const Handle<YieldTermStructure>& riskFreeRate, in VarianceGammaProcess()
64 const Handle<YieldTermStructure>& VarianceGammaProcess::riskFreeRate() const { in riskFreeRate() function in QuantLib::VarianceGammaProcess
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| /dports/finance/quantlib/QuantLib-1.20/ql/methods/lattices/ |
| H A D | bsmlattice.hpp | 43 Rate riskFreeRate() const { return riskFreeRate_; } in riskFreeRate() function in QuantLib::BlackScholesLattice
74 Rate riskFreeRate, in BlackScholesLattice()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | catbonds.cpp | 218 Handle<YieldTermStructure> riskFreeRate(flatRate(today,0.025,Actual360())); in testRiskFreeAgainstFloatingRateBond() local
398 Handle<YieldTermStructure> riskFreeRate(flatRate(today,0.025,Actual360())); in testCatBondInDoomScenario() local
463 Handle<YieldTermStructure> riskFreeRate(flatRate(today,0.025,Actual360())); in testCatBondWithDoomOnceInTenYears() local
546 Handle<YieldTermStructure> riskFreeRate(flatRate(today,0.025,Actual360())); in testCatBondWithDoomOnceInTenYearsProportional() local
628 Handle<YieldTermStructure> riskFreeRate(flatRate(today,0.025,Actual360())); in testCatBondWithGeneratedEventsProportional() local
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| H A D | himalayaoption.cpp | 45 Handle<YieldTermStructure> riskFreeRate(flatRate(today, 0.05, dc)); in testCached() local
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| H A D | pagodaoption.cpp | 47 Handle<YieldTermStructure> riskFreeRate(flatRate(today, 0.05, dc)); in testCached() local
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| H A D | everestoption.cpp | 45 Handle<YieldTermStructure> riskFreeRate(flatRate(today, 0.05, dc)); in testCached() local
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| H A D | mclongstaffschwartzengine.cpp | 134 const Rate riskFreeRate = 0.06; in testAmericanOption() local
244 const Rate riskFreeRate = 0.05; in testAmericanMaxOption() local
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| H A D | fdcir.cpp | 61 Rate riskFreeRate = 0.06; in testFdmCIRConvergence() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | fdconditions.hpp | 62 Rate riskFreeRate = baseEngine::process_->riskFreeRate() in initializeStepCondition() local
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| H A D | jumpdiffusionengine.cpp | 65 Rate riskFreeRate = -std::log(process_->riskFreeRate()->discount( in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/processes/ |
| H A D | merton76process.cpp | 62 const Handle<YieldTermStructure>& Merton76Process::riskFreeRate() const { in riskFreeRate() function in QuantLib::Merton76Process
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| H A D | gjrgarchprocess.cpp | 29 const Handle<YieldTermStructure>& riskFreeRate, in GJRGARCHProcess()
201 const Handle<YieldTermStructure>& GJRGARCHProcess::riskFreeRate() const { in riskFreeRate() function in QuantLib::GJRGARCHProcess
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| H A D | batesprocess.cpp | 27 const Handle<YieldTermStructure>& riskFreeRate, in BatesProcess()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | analyticsimplechooserengine.cpp | 58 Rate riskFreeRate = in calculate() local
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| H A D | continuousarithmeticasianlevyengine.cpp | 72 Rate riskFreeRate = process_->riskFreeRate()-> in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/forward/ |
| H A D | forwardengine.hpp | 97 Handle<YieldTermStructure> riskFreeRate( in setup() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/lookback/ |
| H A D | analyticcontinuousfloatinglookback.cpp | 69 Rate AnalyticContinuousFloatingLookbackEngine::riskFreeRate() const { in riskFreeRate() function in QuantLib::AnalyticContinuousFloatingLookbackEngine
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/quanto/ |
| H A D | quantoengine.hpp | 98 Handle<YieldTermStructure> riskFreeRate = process_->riskFreeRate(); in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/processes/ |
| H A D | hestonslvprocess.hpp | 70 const Handle<YieldTermStructure>& riskFreeRate() const { in riskFreeRate() function in QuantLib::HestonSLVProcess
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| /dports/finance/quantlib/QuantLib-1.20/Examples/DiscreteHedging/ |
| H A D | DiscreteHedging.cpp | 180 Rate riskFreeRate = 0.05; // 5% in main() local
316 Handle<YieldTermStructure> riskFreeRate( in compute() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/convertiblebonds/ |
| H A D | binomialconvertibleengine.hpp | 76 Rate riskFreeRate = process_->riskFreeRate()->zeroRate( in calculate() local
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| H A D | tflattice.hpp | 69 Rate riskFreeRate, in TsiveriotisFernandesLattice()
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | impliedvolatility.cpp | 91 Handle<YieldTermStructure> riskFreeRate = process->riskFreeRate(); in clone() local
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