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

/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dcapflooredcoupon.cpp405 Swap capLeg_n(fixedLeg,cappedLeg_n); in testDecomposition() local
406 capLeg_n.setPricingEngine(engine); in testDecomposition()
410 npvCappedLeg = capLeg_n.NPV(); in testDecomposition()
H A Dinflationcapflooredcoupon.cpp550 Swap capLeg_n(fixedLeg,cappedLeg_n); in testDecomposition() local
551 capLeg_n.setPricingEngine(engine); in testDecomposition()
555 npvCappedLeg = capLeg_n.NPV(); in testDecomposition()