| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | hybridhestonhullwhiteprocess.cpp | 180 ext::shared_ptr<YieldTermStructure>(new ZeroCurve(dates, rates, dc))); in testCompareBsmHWandHestonHW()
183 new ZeroCurve(dates, divRates, dc))); in testCompareBsmHWandHestonHW()
286 ext::shared_ptr<YieldTermStructure>(new ZeroCurve(dates, rates, dc))); in testZeroBondPricing()
396 ext::shared_ptr<YieldTermStructure>(new ZeroCurve(dates, rates, dc))); in testMcVanillaPricing()
399 new ZeroCurve(dates, divRates, dc))); in testMcVanillaPricing()
492 ext::shared_ptr<YieldTermStructure>(new ZeroCurve(dates, rates, dc))); in testMcPureHestonPricing()
495 new ZeroCurve(dates, divRates, dc))); in testMcPureHestonPricing()
581 ext::shared_ptr<YieldTermStructure>(new ZeroCurve(dates, rates, dc))); in testAnalyticHestonHullWhitePricing()
584 new ZeroCurve(dates, divRates, dc))); in testAnalyticHestonHullWhitePricing()
792 ext::shared_ptr<YieldTermStructure>(new ZeroCurve(dates, rates, dc))); in testDiscretizationError()
[all …]
|
| H A D | libormarketmodelprocess.cpp | 52 new ZeroCurve(dates,rates,dayCounter))); in makeIndex()
64 new ZeroCurve(dates, rates, dayCounter))); in makeIndex()
|
| H A D | gjrgarchmodel.cpp | 228 new ZeroCurve(dates, rates, dayCounter))); in testDAXCalibration()
|
| H A D | andreasenhugevolatilityinterpl.cpp | 480 ext::make_shared<ZeroCurve>(dates, r, dc)); in testTimeDependentInterestRates()
482 ext::make_shared<ZeroCurve>(dates, q, dc)); in testTimeDependentInterestRates()
|
| H A D | libormarketmodel.cpp | 73 new ZeroCurve(dates, rates, dayCounter))); in makeIndex()
|
| H A D | batesmodel.cpp | 419 new ZeroCurve(dates, rates, dayCounter))); in testDAXCalibration()
|
| H A D | rangeaccrual.cpp | 156 new ZeroCurve(dates, zeroRates, Actual365Fixed()))); in createYieldCurve()
|
| H A D | piecewisezerospreadedtermstructure.cpp | 75 termStructure = ext::make_shared<ZeroCurve>(dates, rates, dayCount); in CommonVars()
|
| H A D | fdmlinearop.cpp | 1050 ext::shared_ptr<YieldTermStructure>(new ZeroCurve(dates, rates, dc))); in createHestonHullWhite()
1053 new ZeroCurve(dates, divRates, dc))); in createHestonHullWhite()
|
| H A D | hestonmodel.cpp | 96 ext::make_shared<ZeroCurve>(dates, rates, dayCounter)); in getDAXCalibrationMarketData()
1111 ext::make_shared<ZeroCurve>(dates, irates, dayCounter)); in testAnalyticPiecewiseTimeDependent()
1116 ext::make_shared<ZeroCurve>(dates, qrates, dayCounter)); in testAnalyticPiecewiseTimeDependent()
|
| H A D | barrieroption.cpp | 819 ext::make_shared<ZeroCurve>(dates, rates, dayCounter)); in testLocalVolAndHestonComparison()
|
| H A D | europeanoption.cpp | 1339 new ZeroCurve(dates, rates, dayCounter)); in testLocalVolatility()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/ |
| H A D | zerocurve.hpp | 125 typedef InterpolatedZeroCurve<Linear> ZeroCurve; typedef
|
| /dports/sysutils/dvdisaster/dvdisaster-0.79.5/ |
| H A D | rs03-window.c | 310 ZeroCurve(wl->fixCurve); in ResetRS03FixWindow()
|
| H A D | curve.c | 78 void ZeroCurve(Curve *curve)
|
| H A D | read-linear-window.c | 363 ZeroCurve(Closure->readLinearCurve); in ResetLinearReadWindow()
|
| H A D | dvdisaster.h | 537 void ZeroCurve(Curve*);
|
| H A D | rs01-window.c | 344 ZeroCurve(wl->fixCurve);
|
| H A D | rs02-window.c | 277 ZeroCurve(wl->fixCurve); in ResetRS02FixWindow()
|
| /dports/finance/quantlib/QuantLib-1.20/Docs/pages/ |
| H A D | history.docs | 2943 - ZeroCurve: a term structure based on linear interpolation of
|