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Searched refs:collarLeg_n1 (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dcapflooredcoupon.cpp524 Swap collarLeg_n1(fixedLeg,collaredLeg_n); in testDecomposition() local
525 collarLeg_n1.setPricingEngine(engine); in testDecomposition()
531 npvCollaredLeg = collarLeg_n1.NPV(); in testDecomposition()
H A Dinflationcapflooredcoupon.cpp669 Swap collarLeg_n1(fixedLeg,collaredLeg_n); in testDecomposition() local
670 collarLeg_n1.setPricingEngine(engine); in testDecomposition()
676 npvCollaredLeg = collarLeg_n1.NPV(); in testDecomposition()