Searched refs:convexityAdjustmentImpl (Results 1 – 1 of 1) sorted by relevance
110 Rate convexityAdjustmentImpl(Rate fixing) const;128 return convexityAdjustmentImpl(indexFixing()); in convexityAdjustment()141 FloatingRateCoupon::convexityAdjustmentImpl(Rate fixing) const { in convexityAdjustmentImpl() function in QuantLib::FloatingRateCoupon