Searched refs:DepositRateHelper (Results 1 – 11 of 11) sorted by relevance
/dports/finance/quantlib/QuantLib-1.20/Examples/CDS/ |
H A D | CDS.cpp | 238 ext::shared_ptr<DepositRateHelper> dp1m = in example02() 242 ext::shared_ptr<DepositRateHelper> dp2m = in example02() 246 ext::shared_ptr<DepositRateHelper> dp3m = in example02() 250 ext::shared_ptr<DepositRateHelper> dp6m = in example02() 254 ext::shared_ptr<DepositRateHelper> dp9m = in example02() 258 ext::shared_ptr<DepositRateHelper> dp12m = in example02() 456 ext::shared_ptr<DepositRateHelper> dp1m = in example03() 460 ext::shared_ptr<DepositRateHelper> dp2m = in example03() 464 ext::shared_ptr<DepositRateHelper> dp3m = in example03() 468 ext::shared_ptr<DepositRateHelper> dp6m = in example03() [all …]
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/dports/finance/quantlib/QuantLib-1.20/Examples/Bonds/ |
H A D | Bonds.cpp | 112 ext::shared_ptr<RateHelper> zc3m(new DepositRateHelper( in main() 117 ext::shared_ptr<RateHelper> zc6m(new DepositRateHelper( in main() 122 ext::shared_ptr<RateHelper> zc1y(new DepositRateHelper( in main() 285 ext::shared_ptr<RateHelper> d1w(new DepositRateHelper( in main() 290 ext::shared_ptr<RateHelper> d1m(new DepositRateHelper( in main() 295 ext::shared_ptr<RateHelper> d3m(new DepositRateHelper( in main() 300 ext::shared_ptr<RateHelper> d6m(new DepositRateHelper( in main() 305 ext::shared_ptr<RateHelper> d9m(new DepositRateHelper( in main() 310 ext::shared_ptr<RateHelper> d1y(new DepositRateHelper( in main()
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/ |
H A D | ratehelpers.cpp | 291 DepositRateHelper::DepositRateHelper(const Handle<Quote>& rate, in DepositRateHelper() function in QuantLib::DepositRateHelper 306 DepositRateHelper::DepositRateHelper(Rate rate, in DepositRateHelper() function in QuantLib::DepositRateHelper 321 DepositRateHelper::DepositRateHelper(const Handle<Quote>& rate, in DepositRateHelper() function in QuantLib::DepositRateHelper 328 DepositRateHelper::DepositRateHelper(Rate rate, in DepositRateHelper() function in QuantLib::DepositRateHelper 335 Real DepositRateHelper::impliedQuote() const { in impliedQuote() 342 void DepositRateHelper::setTermStructure(YieldTermStructure* t) { in setTermStructure() 353 void DepositRateHelper::initializeDates() { in initializeDates() 364 void DepositRateHelper::accept(AcyclicVisitor& v) { in accept() 365 Visitor<DepositRateHelper>* v1 = in accept() 366 dynamic_cast<Visitor<DepositRateHelper>*>(&v); in accept()
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H A D | ratehelpers.hpp | 114 class DepositRateHelper : public RelativeDateRateHelper { class 116 DepositRateHelper(const Handle<Quote>& rate, 123 DepositRateHelper(Rate rate, 130 DepositRateHelper(const Handle<Quote>& rate, 132 DepositRateHelper(Rate rate,
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/dports/finance/quantlib/QuantLib-1.20/Examples/MulticurveBootstrapping/ |
H A D | MulticurveBootstrapping.cpp | 152 ext::shared_ptr<RateHelper> dON(new DepositRateHelper( in main() 157 ext::shared_ptr<RateHelper> dTN(new DepositRateHelper( in main() 162 ext::shared_ptr<RateHelper> dSN(new DepositRateHelper( in main() 369 ext::shared_ptr<RateHelper> d6M(new DepositRateHelper( in main()
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/dports/finance/quantlib/QuantLib-1.20/test-suite/ |
H A D | overnightindexedswap.cpp | 333 DepositRateHelper(Handle<Quote>(quote), in testBootstrap() 477 ext::make_shared<DepositRateHelper>(data[0].rate, in testBootstrapRegression()
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H A D | piecewiseyieldcurve.cpp | 261 DepositRateHelper(r, in CommonVars() 1259 ext::make_shared<DepositRateHelper>(data[i].rate, in testLargeRates() 1357 helpers.push_back(ext::make_shared<DepositRateHelper>( in testGlobalBootstrap()
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H A D | termstructures.cpp | 87 DepositRateHelper(depositData[i].rate/100, in CommonVars()
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H A D | creditdefaultswap.cpp | 591 isdaRateHelpers.push_back(ext::make_shared<DepositRateHelper>( in testIsdaEngine()
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H A D | markovfunctional.cpp | 250 r6m.push_back(ext::make_shared<DepositRateHelper>( in md0Yts()
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/ |
H A D | historicalforwardratesanalysis.hpp | 83 DepositRateHelper(quoteHandle, in historicalForwardRatesAnalysis()
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