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Searched refs:DepositRateHelper (Results 1 – 11 of 11) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/Examples/CDS/
H A DCDS.cpp238 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()
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/dports/finance/quantlib/QuantLib-1.20/Examples/Bonds/
H A DBonds.cpp112 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()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/
H A Dratehelpers.cpp291 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()
H A Dratehelpers.hpp114 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,
/dports/finance/quantlib/QuantLib-1.20/Examples/MulticurveBootstrapping/
H A DMulticurveBootstrapping.cpp152 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()
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dovernightindexedswap.cpp333 DepositRateHelper(Handle<Quote>(quote), in testBootstrap()
477 ext::make_shared<DepositRateHelper>(data[0].rate, in testBootstrapRegression()
H A Dpiecewiseyieldcurve.cpp261 DepositRateHelper(r, in CommonVars()
1259 ext::make_shared<DepositRateHelper>(data[i].rate, in testLargeRates()
1357 helpers.push_back(ext::make_shared<DepositRateHelper>( in testGlobalBootstrap()
H A Dtermstructures.cpp87 DepositRateHelper(depositData[i].rate/100, in CommonVars()
H A Dcreditdefaultswap.cpp591 isdaRateHelpers.push_back(ext::make_shared<DepositRateHelper>( in testIsdaEngine()
H A Dmarkovfunctional.cpp250 r6m.push_back(ext::make_shared<DepositRateHelper>( in md0Yts()
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/
H A Dhistoricalforwardratesanalysis.hpp83 DepositRateHelper(quoteHandle, in historicalForwardRatesAnalysis()