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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/
H A Dflatforward.cpp29 Compounding compounding, in FlatForward() argument
32 forward_(forward), compounding_(compounding), frequency_(frequency) { in FlatForward()
39 Compounding compounding, in FlatForward() argument
43 compounding_(compounding), frequency_(frequency) {} in FlatForward()
49 Compounding compounding, in FlatForward() argument
52 forward_(forward), compounding_(compounding), frequency_(frequency) { in FlatForward()
60 Compounding compounding, in FlatForward() argument
64 compounding_(compounding), frequency_(frequency) {} in FlatForward()
H A Dzerocurve.hpp55 Compounding compounding = Continuous,
63 Compounding compounding = Continuous,
70 Compounding compounding = Continuous,
252 Compounding compounding, in InterpolatedZeroCurve() argument
258 initialize(compounding,frequency); in InterpolatedZeroCurve()
268 Compounding compounding, in InterpolatedZeroCurve() argument
274 initialize(compounding,frequency); in InterpolatedZeroCurve()
283 Compounding compounding, in InterpolatedZeroCurve() argument
289 initialize(compounding,frequency); in InterpolatedZeroCurve()
305 if (compounding != Continuous) { in initialize()
[all …]
H A Dflatforward.hpp44 Compounding compounding = Continuous,
49 Compounding compounding = Continuous,
55 Compounding compounding = Continuous,
61 Compounding compounding = Continuous,
66 Compounding compounding() const { return compounding_; } in compounding() function in QuantLib::FlatForward
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/
H A Dcallablebond.cpp194 compounding, in convToContinuous()
198 compounding, in convToContinuous()
203 compounding, in convToContinuous()
268 compounding, in OAS()
288 compounding, in cleanPriceOAS()
308 compounding, in effectiveDuration()
314 compounding, in effectiveDuration()
319 compounding, in effectiveDuration()
340 compounding, in effectiveConvexity()
346 compounding, in effectiveConvexity()
[all …]
H A Dcallablebond.hpp89 Compounding compounding,
102 Compounding compounding,
112 Compounding compounding,
122 Compounding compounding,
/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/bond/
H A Dbondfunctions.hpp128 Compounding compounding,
137 Compounding compounding,
146 Compounding compounding,
152 Compounding compounding,
164 Compounding compounding, in yield()
196 Compounding compounding,
206 Compounding compounding,
215 Compounding compounding,
224 Compounding compounding,
235 Compounding compounding,
[all …]
H A Dbondfunctions.cpp302 Compounding compounding, in cleanPrice() argument
305 InterestRate y(yield, dayCounter, compounding, frequency); in cleanPrice()
328 Compounding compounding, in dirtyPrice() argument
331 InterestRate y(yield, dayCounter, compounding, frequency); in dirtyPrice()
353 Compounding compounding, in bps() argument
356 InterestRate y(yield, dayCounter, compounding, frequency); in bps()
363 Compounding compounding, in yield() argument
396 Compounding compounding, in duration() argument
421 Compounding compounding, in convexity() argument
445 Compounding compounding, in basisPointValue() argument
[all …]
/dports/finance/quantlib/QuantLib-1.20/ql/cashflows/
H A Dcashflows.hpp232 Compounding compounding,
253 Compounding compounding,
266 Compounding compounding,
280 Compounding compounding, in yield() argument
326 Compounding compounding,
349 Compounding compounding,
367 Compounding compounding,
386 Compounding compounding,
409 Compounding compounding,
419 Compounding compounding,
[all …]
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dpiecewisezerospreadedtermstructure.cpp48 Compounding compounding; member
61 compounding = Continuous; in CommonVars()
110 Real expectedRate = vars.termStructure->zeroRate(t,vars.compounding) + in testFlatInterpolationLeft()
152 Real expectedRate = vars.termStructure->zeroRate(t,vars.compounding) + in testFlatInterpolationRight()
199 Real expectedRate = vars.termStructure->zeroRate(t,vars.compounding) + in testLinearInterpolationMultipleSpreads()
286 Real expectedRate = vars.termStructure->zeroRate(t,vars.compounding) + in testForwardFlatInterpolation()
330 Real expectedRate = vars.termStructure->zeroRate(t,vars.compounding) + in testBackwardFlatInterpolation()
371 Real expectedRate = vars.termStructure->zeroRate(t,vars.compounding) + in testDefaultInterpolation()
416 spreads, spreadDates, vars.compounding, in testSetInterpolationFactory()
423 Real expectedRate = vars.termStructure->zeroRate(t,vars.compounding) + in testSetInterpolationFactory()
[all …]
H A Dinterestrates.cpp120 ir.compounding(), in testConversions()
133 if (ir.compounding()!=ir2.compounding()) in testConversions()
145 ir.compounding(), in testConversions()
178 if (ir3.compounding()!=expectedIR.compounding()) in testConversions()
H A Dbonds.cpp115 Compounding compounding[] = { Compounded, Continuous }; in testYield() local
121 for (Size n=0; n<LENGTH(compounding); n++) { in testYield()
143 compounding[n], in testYield()
166 (compounding[n] == Compounded ? in testYield()
177 compounding[n], in testYield()
200 (compounding[n] == Compounded ? in testYield()
308 Compounding compounding[] = { Compounded, Continuous }; in testZspread() local
314 for (Size n=0; n<LENGTH(compounding); n++) { in testZspread()
337 compounding[n], in testZspread()
362 (compounding[n] == Compounded ? in testZspread()
[all …]
/dports/finance/quantlib/QuantLib-1.20/Examples/CallableBonds/
H A DCallableBonds.cpp54 const Compounding& compounding, in flatRate() argument
60 compounding, in flatRate()
69 const Compounding &compounding, in flatRate() argument
74 compounding, in flatRate()
113 bbIR.compounding(), in main()
/dports/net-im/telegram-desktop/tdesktop-3.2.5-full/Telegram/ThirdParty/hunspell/tests/
H A Dhu.aff19 # test case for commit 1fada01 "fix other regression in compounding"
32 # to check COMPOUNDFORBIDFLAG and spec. Hungarian compounding
H A Dcheckcompoundcase.aff1 # forbid upper case letters at word bounds in compounding
/dports/textproc/hunspell/hunspell-1.7.0/tests/
H A Dhu.aff19 # test case for commit 1fada01 "fix other regression in compounding"
32 # to check COMPOUNDFORBIDFLAG and spec. Hungarian compounding
/dports/finance/p5-Finance-Amortization/Finance-Amortization-0.5/
H A DREADME38 0, compounding => 12, precision => 2);
46 compounding to 12 (the default), will make the rate an annual rate.
48 the compounding.
52 0.06), the compounding will default to 12, and so the rate will work
/dports/math/gnome-calculator/gnome-calculator-41.1/help/C/
H A Dfinancial.page16 …number of compounding periods necessary to increase an investment of present value to a future val…
40 …essary to increase an investment to a future value, over the number of compounding periods.</p></t…
/dports/math/mate-calc/mate-calc-1.26.0/help/C/
H A Dfinancial.page16 …number of compounding periods necessary to increase an investment of present value to a future val…
40 …essary to increase an investment to a future value, over the number of compounding periods.</p></t…
/dports/finance/quantlib/QuantLib-1.20/ql/
H A Dinterestrate.cpp122 switch (ir.compounding()) { in operator <<()
165 << Integer(ir.compounding()) << ")"); in operator <<()
/dports/math/octave-forge-financial/financial-0.5.3/inst/
H A Dcfdur.m23 ## Using periodic compounding instead of continuous compounding.
/dports/www/firefox-esr/firefox-91.8.0/extensions/spellcheck/hunspell/tests/unit/data/
H A Dcheckcompoundcase.aff1 # forbid upper case letters at word bounds in compounding
/dports/lang/spidermonkey78/firefox-78.9.0/extensions/spellcheck/hunspell/tests/unit/data/
H A Dcheckcompoundcase.aff1 # forbid upper case letters at word bounds in compounding
/dports/textproc/sigil/Sigil-1.8.0/3rdparty/hunspell/tests/
H A Dcheckcompoundcase.aff1 # forbid upper case letters at word bounds in compounding
/dports/www/firefox/firefox-99.0/extensions/spellcheck/hunspell/tests/unit/data/
H A Dcheckcompoundcase.aff1 # forbid upper case letters at word bounds in compounding
/dports/mail/thunderbird/thunderbird-91.8.0/extensions/spellcheck/hunspell/tests/unit/data/
H A Dcheckcompoundcase.aff1 # forbid upper case letters at word bounds in compounding

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