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Searched refs:bumpFinder (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/Examples/MarketModels/
H A DMarketModels.cpp121 OrthogonalizedBumpFinder bumpFinder(possibleBumps, in theVegaBumps() local
129 bumpFinder.GetVegaBumps(theBumps); in theVegaBumps()
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dmarketmodel.cpp3786 OrthogonalizedBumpFinder bumpFinder(possibleBumps, in testPathwiseMarketVegas() local
3793 bumpFinder.GetVegaBumps(theBumps); in testPathwiseMarketVegas()
4055 OrthogonalizedBumpFinder bumpFinder(possibleBumps, in testPathwiseMarketVegas() local
4062 bumpFinder.GetVegaBumps(theBumps); in testPathwiseMarketVegas()
4210 OrthogonalizedBumpFinder bumpFinder(possibleBumps, in testPathwiseMarketVegas() local
4217 bumpFinder.GetVegaBumps(theBumps); in testPathwiseMarketVegas()