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

/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dcapflooredcoupon.cpp498 Collar collar_p(floatLeg_p, in testDecomposition() local
501 collar_p.setPricingEngine(vars.makeEngine(vars.volatility)); in testDecomposition()
504 npvCollar = collar_p.NPV(); in testDecomposition()
H A Dinflationcapflooredcoupon.cpp643 YoYInflationCollar collar_p(floatLeg_p, in testDecomposition() local
646 collar_p.setPricingEngine(vars.makeEngine(vars.volatility,whichPricer)); in testDecomposition()
649 npvCollar = collar_p.NPV(); in testDecomposition()