| /dports/finance/quantlib/QuantLib-1.20/ql/ |
| H A D | numericalmethod.hpp | 38 explicit Lattice(const TimeGrid& timeGrid) : t_(timeGrid) {} in Lattice()
43 const TimeGrid& timeGrid() const { return t_; } in timeGrid() function in QuantLib::Lattice
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/equity/ |
| H A D | piecewisetimedependenthestonmodel.cpp | 34 const TimeGrid& timeGrid) in PiecewiseTimeDependentHestonModel()
52 const TimeGrid& PiecewiseTimeDependentHestonModel::timeGrid() const { in timeGrid() function in QuantLib::PiecewiseTimeDependentHestonModel
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swap/ |
| H A D | treeswapengine.cpp | 35 const TimeGrid& timeGrid, in TreeVanillaSwapEngine()
66 TimeGrid timeGrid(times.begin(), times.end(), timeSteps_); in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/capfloor/ |
| H A D | treecapfloorengine.cpp | 38 const TimeGrid& timeGrid, in TreeCapFloorEngine()
70 TimeGrid timeGrid(times.begin(), times.end(), timeSteps_); in calculate() local
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| /dports/math/openturns/openturns-1.18/lib/test/ |
| H A D | t_ExponentiallyDampedCosineModel_std.cxx | 59 RegularGrid timeGrid(0.0, 1.0 / 3.0, 4); in main() local
88 RegularGrid timeGrid(0.0, 1.0 / 3.0, 4); in main() local
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| H A D | t_DickeyFullerTest_std.cxx | 37 RegularGrid timeGrid(0.0, 0.1, size); in main() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/ |
| H A D | treecallablebondengine.cpp | 38 const TimeGrid& timeGrid, in TreeCallableFixedRateBondEngine()
70 TimeGrid timeGrid(times.begin(), times.end(), timeSteps_); in calculateWithSpread() local
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| H A D | treecallablebondengine.hpp | 74 const TimeGrid& timeGrid, in TreeCallableZeroCouponBondEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/ |
| H A D | treeswaptionengine.cpp | 39 const TimeGrid& timeGrid, in TreeSwaptionEngine()
84 TimeGrid timeGrid(times.begin(), times.end(), timeSteps_); in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/methods/montecarlo/ |
| H A D | path.hpp | 82 inline Path::Path(const TimeGrid& timeGrid, const Array& values) in Path()
142 inline const TimeGrid& Path::timeGrid() const { in timeGrid() function in QuantLib::Path
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| H A D | pathgenerator.hpp | 62 const TimeGrid& timeGrid() const { return timeGrid_; } in timeGrid() function in QuantLib::PathGenerator
98 const TimeGrid& timeGrid, in PathGenerator()
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| /dports/math/openturns/openturns-1.18/python/test/ |
| H A D | t_WhiteNoise_std.py | 15 timeGrid = RegularGrid(Tmin, deltaT, N) variable
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| H A D | t_AggregatedProcess_std.py | 16 timeGrid = RegularGrid(Tmin, deltaT, steps) variable
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| H A D | t_ExponentiallyDampedCosineModel_std.py | 44 timeGrid = RegularGrid(0.0, 1.0 / 3.0, 4) variable
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| H A D | t_RandomWalk_std.py | 15 timeGrid = RegularGrid(Tmin, deltaT, N) variable
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| H A D | t_DickeyFullerTest_std.py | 11 timeGrid = ot.RegularGrid(0.0, 0.1, size) variable
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| H A D | t_FunctionalBasisProcess_std.py | 15 timeGrid = RegularGrid(Tmin, deltaT, N) variable
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| H A D | t_Fehlberg_std.py | 11 timeGrid = [(i**2.0) / (nt - 1.0)**2.0 for i in range(nt)] variable
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| H A D | t_BoxCoxFactory_std.py | 14 timeGrid = RegularGrid(timeStart, timeStep, n) variable
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| H A D | t_RungeKutta_std.py | 11 timeGrid = [(i**2.0) / (nt - 1.0)**2.0 for i in range(nt)] variable
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| H A D | t_StationaryCovarianceModelFactory_std.py | 23 timeGrid = RegularGrid(0., 0.1, size) variable
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| H A D | t_UserDefinedStationaryCovarianceModel_std.py | 36 timeGrid = RegularGrid(0.0, 0.1, size) variable
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| /dports/math/openturns/openturns-1.18/lib/src/Uncertainty/Process/ |
| H A D | DiscreteMarkovChain.cxx | 72 const RegularGrid & timeGrid) in DiscreteMarkovChain()
117 const RegularGrid & timeGrid) in DiscreteMarkovChain()
189 RegularGrid timeGrid(getTimeGrid()); in getFuture() local
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| H A D | RandomWalk.cxx | 60 const RegularGrid & timeGrid) in RandomWalk()
129 RegularGrid timeGrid(getTimeGrid()); in getFuture() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/shortrate/ |
| H A D | onefactormodel.cpp | 65 const TimeGrid& timeGrid) in ShortRateTree()
88 const TimeGrid& timeGrid) in ShortRateTree()
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