| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/optionlet/ |
| H A D | optionletstripper.hpp | 66 VolatilityType volatilityType() const;
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| H A D | optionletstripper.cpp | 159 VolatilityType OptionletStripper::volatilityType() const { in volatilityType() function in QuantLib::OptionletStripper
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| H A D | strippedoptionlet.cpp | 151 VolatilityType StrippedOptionlet::volatilityType() const { in volatilityType() function in QuantLib::StrippedOptionlet
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| H A D | optionletstripper2.cpp | 41 optionletStripper1->volatilityType(), in OptionletStripper2()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/ |
| H A D | smilesection.hpp | 61 virtual VolatilityType volatilityType() const { in volatilityType() function in QuantLib::SmileSection
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| H A D | kahalesmilesection.cpp | 41 QL_REQUIRE(source->volatilityType() == ShiftedLognormal, in KahaleSmileSection()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/basismodels/ |
| H A D | tenorswaptionvts.hpp | 122 VolatilityType volatilityType() const { return Normal; } in volatilityType() function in QuantLib::TenorSwaptionVTS
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| H A D | tenoroptionletvts.hpp | 128 VolatilityType volatilityType() const { return Normal; } in volatilityType() function in QuantLib::TenorOptionletVTS
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/coupons/ |
| H A D | lognormalcmsspreadpricer.hpp | 67 const boost::optional<VolatilityType>& volatilityType = boost::none,
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/swaption/ |
| H A D | swaptionvolcube2.cpp | 111 volatilityType(), in smileSectionImpl()
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| H A D | swaptionvolstructure.hpp | 189 virtual VolatilityType volatilityType() const { in volatilityType() function in QuantLib::SwaptionVolatilityStructure
480 volatilityType() == ShiftedLognormal, in shiftImpl()
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| H A D | swaptionvolmatrix.cpp | 325 optionTime, atmVol, dayCounter(), Null<Real>(), volatilityType(), in smileSectionImpl()
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| H A D | swaptionvolcube1.hpp | 244 QL_REQUIRE(atmVolStructure->volatilityType() == ShiftedLognormal, in SwaptionVolCube1x()
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| /dports/finance/quantlib/QuantLib-1.20/ql/cashflows/ |
| H A D | lineartsrpricer.cpp | 150 if(sectionTmp->volatilityType() == Normal) { in initialize()
306 if (smileSection_->volatilityType() == ShiftedLognormal) { in optionletPrice()
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| H A D | couponpricer.cpp | 93 capletVolatility()->volatilityType() == ShiftedLognormal; in optionletPrice()
133 capletVolatility()->volatilityType() == ShiftedLognormal; in adjustedFixing()
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| H A D | conundrumpricer.cpp | 53 QL_REQUIRE(volatilityStructure->volatilityType() == ShiftedLognormal && in BlackVanillaOptionPricer()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | cmsspread.cpp | 157 if (vol->volatilityType() == ShiftedLognormal) { in mcReferenceValue()
179 if (vol->volatilityType() == ShiftedLognormal) { in mcReferenceValue()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/ |
| H A D | blackswaptionengine.hpp | 296 vol_->volatilityType() == ShiftedLognormal ? in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/shortrate/onefactormodels/ |
| H A D | markovfunctional.cpp | 385 QL_REQUIRE(i->second.rawSmileSection_->volatilityType() == in updateSmiles()
682 sec->volatilityType() == Normal in modelOutputs()
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