Searched refs:baseFixing (Results 1 – 3 of 3) sorted by relevance
131 Real baseFixing, in CPICashFlow() argument139 baseFixing_(baseFixing), interpolation_(interpolation), in CPICashFlow()151 virtual Real baseFixing() const;
112 Real CPICashFlow::baseFixing() const { in baseFixing() function in QuantLib::CPICashFlow117 Real I0 = baseFixing(); in amount()
159 Real baseFixing = fixing(baseDate); in forecastFixing() local178 return baseFixing * std::pow(1.0 + zero, t); in forecastFixing()