Searched defs:timeGrid (Results 101 – 107 of 107) sorted by relevance
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | riskneutraldensitycalculator.cpp | 316 const ext::shared_ptr<TimeGrid> timeGrid(new TimeGrid(1.0, 101)); in testLocalVolatilityRND() local
612 const ext::shared_ptr<TimeGrid> timeGrid(new TimeGrid(maturity, 51)); in testBlackScholesWithSkew() local
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| H A D | hestonslvmodel.cpp | 2291 const ext::shared_ptr<TimeGrid>& timeGrid) { in getFixedLocalVolFromHeston()
2430 const ext::shared_ptr<TimeGrid> timeGrid( in testMoustacheGraph() local
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| /dports/math/openturns/openturns-1.18/lib/test/ |
| H A D | t_Study_saveload.cxx | 678 RegularGrid timeGrid(Tmin, deltaT, steps); in main() local
946 RegularGrid timeGrid(0.0, 0.1, size); in main() local
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| H A D | t_Study_h5.cxx | 710 RegularGrid timeGrid(Tmin, deltaT, steps); in main() local
978 RegularGrid timeGrid(0.0, 0.1, size); in main() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/models/ |
| H A D | hestonslvfdmmodel.cpp | 357 const ext::shared_ptr<TimeGrid> timeGrid( in performCalculations() local
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| /dports/math/openturns/openturns-1.18/lib/src/Uncertainty/Process/ |
| H A D | ARMALikelihoodFactory.cxx | 677 const RegularGrid timeGrid(timeSeries.getTimeGrid()); in build() local
718 const RegularGrid timeGrid(w_.getTimeGrid()); in defaultInitialize() local
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| /dports/math/openturns/openturns-1.18/lib/src/Base/Stat/ |
| H A D | CovarianceModelImplementation.cxx | 797 HMatrix CovarianceModelImplementation::discretizeHMatrix(const RegularGrid & timeGrid, in discretizeHMatrix()
834 HMatrix CovarianceModelImplementation::discretizeAndFactorizeHMatrix(const RegularGrid & timeGrid, in discretizeAndFactorizeHMatrix()
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