Searched refs:annuityWeights (Results 1 – 2 of 2) sorted by relevance
94 for (Size k = 0; k < cfs.annuityWeights().size(); ++k) in TenorSwaptionSmileSection()95 sumTauj += cfs.annuityWeights()[k]; in TenorSwaptionSmileSection()98 for (Size k = 0; k < cfs.annuityWeights().size(); ++k) in TenorSwaptionSmileSection()100 cfs.annuityWeights()[k] * (cfs.fixedTimes().back() - cfs.fixedTimes()[k]); in TenorSwaptionSmileSection()
69 inline const std::vector<Real>& annuityWeights() const { return annuityWeights_; } in annuityWeights() function in QuantLib::SwapCashFlows