Searched refs:FloatFloatSwaption (Results 1 – 4 of 4) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | floatfloatswaption.cpp | 25 FloatFloatSwaption::FloatFloatSwaption( in FloatFloatSwaption() function in QuantLib::FloatFloatSwaption
35 bool FloatFloatSwaption::isExpired() const { in isExpired()
40 FloatFloatSwaption::setupArguments(PricingEngine::arguments *args) const { in setupArguments()
44 FloatFloatSwaption::arguments *arguments = in setupArguments()
45 dynamic_cast<FloatFloatSwaption::arguments *>(args); in setupArguments()
55 void FloatFloatSwaption::arguments::validate() const { in validate()
64 FloatFloatSwaption::calibrationBasket( in calibrationBasket()
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| H A D | floatfloatswaption.hpp | 41 class FloatFloatSwaption : public Option { class
45 FloatFloatSwaption(
80 class FloatFloatSwaption::arguments : public FloatFloatSwap::arguments,
91 class FloatFloatSwaption::engine
92 : public GenericEngine<FloatFloatSwaption::arguments,
93 FloatFloatSwaption::results> {};
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/ |
| H A D | gaussian1dfloatfloatswaptionengine.hpp | 60 FloatFloatSwaption::arguments,
61 FloatFloatSwaption::results> {
81 GenericModelEngine<Gaussian1dModel, FloatFloatSwaption::arguments, in Gaussian1dFloatFloatSwaptionEngine()
82 FloatFloatSwaption::results>(model), in Gaussian1dFloatFloatSwaptionEngine()
109 GenericModelEngine<Gaussian1dModel, FloatFloatSwaption::arguments, in Gaussian1dFloatFloatSwaptionEngine()
110 FloatFloatSwaption::results>(model), in Gaussian1dFloatFloatSwaptionEngine()
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| /dports/finance/quantlib/QuantLib-1.20/Examples/Gaussian1dModels/ |
| H A D | Gaussian1dModels.cpp | 494 ext::shared_ptr<FloatFloatSwaption> swaption4 = in main()
495 ext::make_shared<FloatFloatSwaption>(underlying4, exercise); in main()
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