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/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dmarketmodel.cpp4841 std::vector<std::string> evolNames; in testCovariance() local
4842 evolNames.push_back("one evolution time"); in testCovariance()
4843 evolNames.push_back("evolution times on rate fixings"); in testCovariance()
4844 evolNames.push_back("evolution times on rate fixings and midpoints between fixings"); in testCovariance()
4845 evolNames.push_back("irregular evolution times"); in testCovariance()
4861 for(Size l=0;l<evolNames.size();l++) { in testCovariance()
4886 << " with " << evolNames[l] in testCovariance()