| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | analyticsimplechooserengine.cpp | 36 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
38 QL_REQUIRE(rfdc==divdc, in calculate()
56 process_->dividendYield()->zeroRate(maturity, divdc, in calculate()
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| H A D | continuousarithmeticasianlevyengine.cpp | 48 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
75 zeroRate(maturity, divdc, Continuous, NoFrequency); in calculate()
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| H A D | continuousarithmeticasianvecerengine.cpp | 58 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
80 zeroRate(maturity, divdc, Continuous, NoFrequency); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/asian/ |
| H A D | analytic_cont_geom_av_price.cpp | 57 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
63 process_->dividendYield()->zeroRate(exercise, divdc, in calculate()
67 Time t_q = divdc.yearFraction( in calculate()
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| H A D | analytic_discr_geom_av_price.cpp | 69 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
104 zeroRate(exDate, divdc, Continuous, NoFrequency); in calculate()
152 Time tDiv = divdc.yearFraction( in calculate()
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| H A D | analytic_discr_geom_av_strike.cpp | 53 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
88 zeroRate(exDate, divdc, Continuous, NoFrequency); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/convertiblebonds/ |
| H A D | binomialconvertibleengine.hpp | 67 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
79 maturityDate, divdc, Continuous, NoFrequency); in calculate()
100 new FlatForward(referenceDate, q, divdc))); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/cliquet/ |
| H A D | analyticcliquetengine.cpp | 84 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
99 Time t = divdc.yearFraction( in calculate()
102 dt = divdc.yearFraction(resetDates[i-1],resetDates[i]); in calculate()
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| H A D | analyticperformanceengine.cpp | 85 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
102 dt = divdc.yearFraction(resetDates[i-1],resetDates[i]); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | binomialdoublebarrierengine.hpp | 73 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
85 divdc, Continuous, NoFrequency); in calculate()
94 new FlatForward(referenceDate, q, divdc))); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | binomialengine.hpp | 78 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
90 divdc, Continuous, NoFrequency); in calculate()
99 new FlatForward(referenceDate, q, divdc))); in calculate()
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| H A D | analyticeuropeanengine.cpp | 81 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
87 t = divdc.yearFraction(process_->dividendYield()->referenceDate(), in calculate()
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| H A D | bjerksundstenslandengine.cpp | 133 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
140 t = divdc.yearFraction(process_->dividendYield()->referenceDate(), in calculate()
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| H A D | juquadraticengine.cpp | 79 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
86 t = divdc.yearFraction(process_->dividendYield()->referenceDate(), in calculate()
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| H A D | baroneadesiwhaleyengine.cpp | 170 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
177 t = divdc.yearFraction(process_->dividendYield()->referenceDate(), in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/barrier/ |
| H A D | binomialbarrierengine.hpp | 89 DayCounter divdc = process_->dividendYield()->dayCounter(); in calculate() local
101 divdc, Continuous, NoFrequency); in calculate()
110 new FlatForward(referenceDate, q, divdc))); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/forward/ |
| H A D | forwardengine.hpp | 145 DayCounter divdc = process_->dividendYield()->dayCounter(); in getOriginalResults() local
162 zeroRate(this->arguments_.resetDate, divdc, Continuous, NoFrequency) in getOriginalResults()
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