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Searched refs:MultiStepInverseFloater (Results 1 – 4 of 4) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/multistep/
H A Dmultistepinversefloater.hpp32 class MultiStepInverseFloater : public MultiProductMultiStep { class
34 MultiStepInverseFloater(const std::vector<Time>& rateTimes,
72 MultiStepInverseFloater::possibleCashFlowTimes() const { in possibleCashFlowTimes()
76 inline Size MultiStepInverseFloater::numberOfProducts() const { in numberOfProducts()
81 MultiStepInverseFloater::maxNumberOfCashFlowsPerProductPerStep() const { in maxNumberOfCashFlowsPerProductPerStep()
85 inline void MultiStepInverseFloater::reset() { in reset()
H A Dmultistepinversefloater.cpp27 MultiStepInverseFloater::MultiStepInverseFloater(const std::vector<Time>& rateTimes, in MultiStepInverseFloater() function in QuantLib::MultiStepInverseFloater
56 bool MultiStepInverseFloater::nextTimeStep( in nextTimeStep()
76 MultiStepInverseFloater::clone() const in clone()
79 new MultiStepInverseFloater(*this)); in clone()
/dports/finance/quantlib/QuantLib-1.20/Examples/MarketModels/
H A DMarketModels.cpp488 MultiStepInverseFloater inverseFloater( in InverseFloater()
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dmarketmodel.cpp919 MultiStepInverseFloater product( in testInverseFloater()